stock indicatorsfor .NET

Keltner Channels ​

Created by Chester W. Keltner, Keltner Channels are based on an EMA centerline and ATR band widths. See also STARC Bands for an SMA centerline equivalent. [Discuss] 💬

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csharp
// C# usage syntax
IReadOnlyList<KeltnerResult> results =
  bars.ToKeltner(emaPeriods, multiplier, atrPeriods);

Parameters ​

paramdescription
emaPeriods
int		Number of lookback periods (E) for the center line moving average. Must be greater than 1 to calculate. Default is 20.
multiplier
double		ATR Multiplier. Must be greater than 0. Default is 2.
atrPeriods
int		Number of lookback periods (A) for the Average True Range. Must be greater than 1 to calculate. Default is 10.

Historical price bars requirements ​

You must have at least 2×N or N+100 periods of bars, whichever is more, where N is the greater of E or A periods, to cover the warmup and convergence periods. Since this uses a smoothing technique, we recommend you use at least N+250 data points prior to the intended usage date for better precision.

bars is a collection of generic TBar historical price bars. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information.

Response ​

csharp
IReadOnlyList<KeltnerResult>
  • 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.
  • The first N-1 periods will have null values since there's not enough data to calculate.

🚩 ⚞ Convergence warning

The first N+250 periods will have decreasing magnitude, convergence-related precision errors that can be as high as ~5% deviation in indicator values for earlier periods.

KeltnerResult ​

propertydescription
Timestamp
DateTime		Date from evaluated TBar
UpperBand
double?		Upper band of Keltner Channel
Centerline
double?		EMA of price
LowerBand
double?		Lower band of Keltner Channel
Width
double?		Width as percent of Centerline price. (UpperBand-LowerBand)/Centerline

Utilities ​

See Utilities and helpers for more information.

Chaining ​

Results can be further processed on Centerline with other chained indicators.

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

csharp
// example
var results = bars
    .ToKeltner(..);

See Chaining indicators for more.

Streaming ​

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

csharp
KeltnerList keltnerList = new(emaPeriods, multiplier, atrPeriods);

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

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

Subscribe to a BarHub for advanced streaming scenarios:

csharp
BarHub barHub = new();
KeltnerHub observer = barHub.ToKeltnerHub(emaPeriods, multiplier, atrPeriods);

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

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

See Buffer lists and Stream hubs for full usage guides.