---
url: /indicators/heikin-ashi.md
description: >-
  Created by Munehisa Homma,
  [Heikin-Ashi](https://en.wikipedia.org/wiki/Candlestick_chart#Heikin-Ashi_candlesticks)
  is a modified candlestick pattern that transforms prices based on prior period
  prices for smoothing.
package: FacioQuo.Stock.Indicators
docs_version: v3
canonical: https://dotnet.stockindicators.dev/indicators/heikin-ashi
generated: 2026-10-15T06:15:05.027Z
commit: 4044e66ee11c1611f024b18d0096806706a00c9d
---

# Heikin-Ashi

Created by Munehisa Homma, [Heikin-Ashi](https://en.wikipedia.org/wiki/Candlestick_chart#Heikin-Ashi_candlesticks) is a modified candlestick pattern that transforms prices based on prior period prices for smoothing.
[\[Discuss\] 💬](https://github.com/facioquo/stock-indicators-dotnet/discussions/254 "Community discussion about this indicator")

```csharp
// C# usage syntax
IReadOnlyList<HeikinAshiResult> results =
  bars.ToHeikinAshi();
```

## Historical price bars requirements

You must have at least two periods of `bars` to cover the warmup periods; however, more is typically provided since this is a chartable candlestick pattern.

`bars` is a collection of generic `TBar` historical price bars.  It should have a consistent frequency (day, hour, minute, etc).  See [the Guide](/guide/getting-started.md#historical-bars) for more information.

## Response

```csharp
IReadOnlyList<HeikinAshiResult>
```

* This method returns a time series of all available indicator values for the `bars` provided.
* It always returns the same number of elements as there are in the historical price bars.
* It does not return a single incremental indicator value.
* `HeikinAshiResult` is based on `IBar`, so it can be used as a direct replacement for `bars`.

### `HeikinAshiResult`

| property | description |
| ----- | ----------- |
| `Timestamp`*`DateTime`* | Date from evaluated `TBar` |
| `Open`*`decimal`* | Modified open price |
| `High`*`decimal`* | Modified high price |
| `Low`*`decimal`* | Modified low price |
| `Close`*`decimal`* | Modified close price |
| `Volume`*`decimal`* | Volume (same as `bars`) |

### Utilities

* [.Find(lookupDate)](/utilities/results.md#find-by-date)
* [.RemoveWarmupPeriods(removePeriods)](/utilities/results.md#remove-warmup-periods)
* .ToBars() to convert to a `Bar` collection.  Example:

  ```csharp
  IReadOnlyList<Bar> results = bars
    .ToHeikinAshi()
    .ToBars();
  ```

See [Utilities and helpers](/utilities.md) for more information.

## Chaining

Results are based in `IBar` and can be further used in any indicator.

```csharp
// example
var results = bars
    .ToHeikinAshi(..)
    .ToRsi(..);
```

This indicator must be generated from `bars` and **cannot** be generated from results of another chain-enabled indicator or method.

See [Chaining indicators](/guide/chaining.md) for more.

## Streaming

Use the buffer-style `List<T>` when you need incremental calculations without a hub:

```csharp
HeikinAshiList heikinAshiList = new();

// call from your WebSocket or SSE message handler
void OnBarReceived(IBar bar) => heikinAshiList.Add(bar);

// based on `ICollection<HeikinAshiResult>`; fills as the handler runs
IReadOnlyList<HeikinAshiResult> results = heikinAshiList;
```

Subscribe to a `BarHub` for advanced streaming scenarios:

```csharp
BarHub barHub = new();
HeikinAshiHub observer = barHub.ToHeikinAshiHub();

// call from your WebSocket or SSE message handler
void OnBarReceived(IBar bar) => barHub.Add(bar);

// results fill as the handler runs
IReadOnlyList<HeikinAshiResult> results = observer.Results;
```

See [Buffer lists](/guide/styles/buffer.md) and [Stream hubs](/guide/styles/stream.md) for full usage guides.