Additional utilities

Numerical and math helpers for building custom indicators. These are the same internal tools the library's built-in indicators use.

Numerical methods

The static Numerical class exposes slope and standard-deviation helpers.

Slope

Numerical.Slope(x, y) returns the slope of the linear regression (best-fit) line through paired x and y values, using the least-squares method. The arrays must be the same length, or an ArgumentException is thrown.

csharp

double[] x = [1, 2, 5, 4];
double[] y = [4, 7, 8, 1];

double slope = Numerical.Slope(x, y);  // slope of the best-fit line

Standard deviation

StdDev() is an extension on double[] that returns the population standard deviation of the values (it divides by n, not n−1).

csharp

double[] values = [1, 2, 3, 4];

double sd = values.StdDev();

NullMath

Null-safe mathematical operations that handle null values gracefully. System.Math does not accept null, so these wrappers let you skip the repetitive defensive null-checking — they simply return null (or NaN) when the input is null.

Method	Example	Result
`Abs(double?)`	`NullMath.Abs(-25.1)` `NullMath.Abs(null)`	`25.1` `null`
`Null2NaN(double?)`	`((double?)null).Null2NaN()`	`double.NaN`
`Null2NaN(decimal?)`	`((decimal?)1.5m).Null2NaN()`	`1.5` (as `double`)
`NaN2Null(double?)` `NaN2Null(double)`	`double.NaN.NaN2Null()`	`null`

csharp

double? x = NullMath.Abs(-25.1);        // x → 25.1
double  n = ((double?)null).Null2NaN(); // n → NaN
double? v = double.NaN.NaN2Null();      // v → null

Null2NaN is useful when interfacing with systems — such as charting libraries — that expect NaN instead of null; NaN2Null does the reverse when ingesting external data. Both have overloads for the relevant double/decimal types.

DeMath

DeMath provides deterministic math operations that produce identical, bit-for-bit results across .NET platforms and operating systems. It eliminates platform-specific floating-point drift that would otherwise cause indicator values to differ slightly between Windows, Linux, and macOS.

Internal API

DeMath is an internal class and is not directly accessible from external code. It is documented here for contributors and to explain the library's cross-platform precision strategy.

System.Math delegates some operations (Log, Exp, Atan, etc.) to native platform implementations that can produce slightly different results on different operating systems. For financial indicators — especially those that compound results over hundreds of periods — these tiny differences accumulate into observable divergence. DeMath reimplements them with deterministic algorithms so the same calculation yields the same result everywhere.

Method	Description
`Log(x)`	Natural logarithm
`Log10(x)`	Base-10 logarithm
`Exp(x)`	Exponential function (`e^x`)
`Atan(x)`	Arctangent
`Atan2(y, x)`	Two-argument arctangent (matches `Math.Atan2` quadrant conventions)
`Atanh(x)`	Inverse hyperbolic tangent

If you are contributing a custom indicator that uses transcendental functions and cross-platform reproducibility matters, prefer DeMath over System.Math for those operations. See the Customization guide for the full custom indicator pattern.

Bar utilities

Result utilities