SquidEyes.TechAnalysis is a collection of high-performance C#/.NET 7.0 technical indicators with a hand-curated set of matching unit-tests.

Code	Name	Indicator	Kind
ATR	Average True Range	AtrIndicator	Statistics
BBAND	Bollinger Bands	BollingerBandsIndicator	Channels
CCI	Commodity Channel Index	CciIndicator	Oscillator
DEMA	Double Exponential Moving Average	DemaIndicator	Moving Average
EMA	Exponential Moving Average	EmaIndicator	Moving Average
KAMA	Kaufman's Adaptive Moving Average	KamaIndicator	Moving Average
KLTNR	Keltner Channel	KelnerChannelIndicator	Channels
LINREG	Linear Regression	LinRegIndicator	Regression
MACD	Moving Average Convergence Divergence	MacdIndicator	Statistics
SMA	Simple Moving Average	SmaIndicator	Moving Average
SMMA	Smoothed Moving Average	SmmaIndicator	Moving Average
STDDEV	Standard Deviation	StdDevIndicator	Statistics
STOCH	Stochastics Oscillator	StochasticsIndicator	Oscillator
TEMA	Triple Exponential Moving Average	TemaIndicator	Moving Average
WMA	Weighted Moving Average	WmaIndicator	Moving Average

To be clear, there are a good number of C#-based technical indicator libraries (i.e. Trady, Stock Indicators, TA-Lib.NETCore, and NetTrader, just to name a few), but the author found each of these to be objectionable for one or more reasons:

• Poor performance (whether from use of decimals or otherwise)
• Poor standardization
• No provision for float-based candles
• Reliance upon inflexible and inbuilt result-persistence layers

To take a rather simple example, an EmaIndicator might be used as follows:

// Add the result to a chart, perform a calculation, etc.
static void PrintResult(BasicResult result) =>
    Debug.WriteLine($"{result.CloseOn} ={result.Value}");

// CloseOn,Open,High,Low,Close data in CSV multi-line format
const string CSV = """
    05/15/2023 14:36:00,12872.75,12873.75,12866,12870.75
    05/15/2023 14:37:00,12871.25,12871.5,12864.75,12869.5
    05/15/2023 14:38:00,12869.25,12871.75,12867.5,12871.25
    05/15/2023 14:39:00,12871,12873.75,12869.5,12872.75
    05/15/2023 14:40:00,12872.75,12873.75,12867.75,12870.5 
    """;

// Most of the indicators return BasicResult, but a few return
// custom results (BollingerIndicator, MacddIndicator, etc.)
var indicator = new EmaIndicator(period: 3,
    priceToUse: PriceToUse.Close, maxResults: 10000);

// Parse the data then 
foreach (var fields in new CsvEnumerator(CSV.ToStream(), 5))
{
    var candle = new TestCandle()
    {
        CloseOn = DateTime.Parse(fields[0]),
        Open = float.Parse(fields[1]),
        High = float.Parse(fields[2]),
        Low = float.Parse(fields[3]),
        Close = float.Parse(fields[4])
    };

    // Adds the current result to the indicator's results
    // collection (a reversed SlidingBuffer) then returns 
    // that result directly
    _ = indicator.AddAndCalc(candle);

    if (!indicator.IsPrimed)
        continue;

    // A result may also be obtained via a [0..maxResults - 1]
    // index on the indicator, with zero being the most recent
    PrintResult(indicator[2]);
}

Contributions are always welcome (see CONTRIBUTING.md for details)

Supper-Duper Extra-Important Caveat: THE SOFTWARE IS PROVIDED “AS IS”, WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT.

FINAL WARNING: The use of this code may (literally!) lead to your losing thousands of dollars or more. Caveat Emptor!!