Guide and Pro tips

Getting started

Installation and setup

Find and install the Skender.Stock.Indicators NuGet package into your Project. See more help for installing packages.

# dotnet CLI example
dotnet add package Skender.Stock.Indicators

# package manager example
Install-Package Skender.Stock.Indicators

Prerequisite data

Most indicators require that you provide historical quote data and additional configuration parameters.

You must get historical quotes from your own market data provider. For clarification, the GetQuotesFromFeed() method shown in the example below is not part of this library, but rather an example to represent your own acquisition of historical quotes.

Historical price data can be provided as a List, IEnumerable, or ICollection of the Quote class (see below); however, it can also be supplied as a generic custom TQuote type if you prefer to use your own quote model.

For additional configuration parameters, default values are provided when there is an industry standard. You can, of course, override these and provide your own values.

Example usage

All indicator methods will produce all possible results for the provided historical quotes as a time series dataset – it is not just a single data point returned. For example, if you provide 3 years worth of historical quotes for the SMA method, you’ll get 3 years of SMA result values.

using Skender.Stock.Indicators;


// fetch historical quotes from your feed (your method)
IEnumerable<Quote> quotes = GetQuotesFromFeed("MSFT");

// calculate 20-period SMA
IEnumerable<SmaResult> results = quotes

// use results as needed for your use case (example only)
foreach (SmaResult r in results)
    Console.WriteLine($"SMA on {r.Date:d} was ${r.Sma:N4}");
SMA on 4/19/2018 was $255.0590
SMA on 4/20/2018 was $255.2015
SMA on 4/23/2018 was $255.6135
SMA on 4/24/2018 was $255.5105
SMA on 4/25/2018 was $255.6570
SMA on 4/26/2018 was $255.9705

See individual indicator pages for specific usage guidance.

More examples available:

Historical quotes

You must provide historical price quotes to the library in the standard OHLCV IEnumerable<Quote> or a compatible List or ICollection format. It should have a consistent period frequency (day, hour, minute, etc). See using custom quote classes if you prefer to use your own quote class.

name type notes
Date DateTime Date
Open decimal Open price
High decimal High price
Low decimal Low price
Close decimal Close price
Volume decimal Volume

Where can I get historical quote data?

There are many places to get financial market data. Check with your brokerage or other commercial sites. If you’re looking for a free developer API, see our ongoing discussion on market data for ideas.

How much historical quote data do I need?

Each indicator will need different amounts of price quotes to calculate. You can find guidance on the individual indicator documentation pages for minimum requirements; however, most use cases will require that you provide more than the minimum. As a general rule of thumb, you will be safe if you provide 750 points of historical quote data (e.g. 3 years of daily data).

🚩 IMPORTANT! Applying the minimum amount of quote history as possible is NOT a good way to optimize your system. Some indicators use a smoothing technique that converges to better precision over time. While you can calculate these with the minimum amount of quote data, the precision to two decimal points often requires 250 or more preceding historical records.

For example, if you are using daily data and want one year of precise EMA(250) data, you need to provide 3 years of historical quotes (1 extra year for the lookback period and 1 extra year for convergence); thereafter, you would discard or not use the first two years of results. Occasionally, even more is required for optimal precision.

See discussion on warmup and convergence for more information.

Using custom quote classes

If you would like to use your own custom MyCustomQuote class, to avoid needing to transpose into the library Quote class, you only need to add the IQuote interface.

using Skender.Stock.Indicators;


public class MyCustomQuote : IQuote
    // required base properties
    public DateTime Date { get; set; }
    public decimal Open { get; set; }
    public decimal High { get; set; }
    public decimal Low { get; set; }
    public decimal Close { get; set; }
    public decimal Volume { get; set; }

    // custom properties
    public int MyOtherProperty { get; set; }
// fetch historical quotes from your favorite feed
IEnumerable<MyCustomQuote> myQuotes = GetQuotesFromFeed("MSFT");

// example: get 20-period simple moving average
IEnumerable<SmaResult> results = myQuotes.GetSma(20);

Using custom quote property names

If you have a model that has different properties names, but the same meaning, you only need to map them. For example, if your class has a property called CloseDate instead of Date, it could be represented like this:

public class MyCustomQuote : IQuote // + ISeries
    // required base properties
    DateTime ISeries.Date => CloseDate;
    public decimal Open { get; set; }
    public decimal High { get; set; }
    public decimal Low { get; set; }
    public decimal Close { get; set; }
    decimal IQuote.Volume => Vol;

    // custom properties
    public int MyOtherProperty { get; set; }
    public DateTime CloseDate { get; set; }
    public decimal Vol { get; set; }

Note the use of explicit interface (property declaration is ISeries.Date), this is because having two properties that expose the same information can be confusing, this way Date property is only accessible when working with the included Quote type, while if you are working with a MyCustomQuote the Date property will be hidden, avoiding confusion.

For more information on explicit interfaces, refer to the C# Programming Guide.

Using custom results classes

The indicator result classes can be customized in your code. There are many ways to do this, but the benefit of using derived ResultBase is that your custom class will inherit all of the utility results extension methods. Here’s one example:

// your custom class with an EMA profile
public class MyEma : ResultBase
  // my properties
  public int MyId { get; set; }
  public double? Ema { get; set; }

public void MyClass(){

  // fetch historical quotes from your feed (your method)
  IEnumerable<Quote> quotes = GetQuotesFromFeed("SPY");

  // compute indicator
  INumerable<EmaResult> emaResults = quotes.GetEma(14);

  // convert to my Ema class list [using LINQ]
  List<MyEma> myEmaResults = emaResults
    .Select(e => new MyEma
        MyId = 123,
        Date = e.Date,
        Ema = e.Ema

  // randomly selecting first record from the
  // collection here for the example
  MyEma r = myEmaResults.FirstOrDefault();

  // use your custom quote data
  Console.WriteLine($"On {r.Date}, EMA was {r.Ema} for my EMA ID {r.MyId}.");

Generating indicator of indicators

If you want to compute an indicator of indicators, such as an SMA of an ADX or an RSI of an OBV, use chaining to calculate an indicator from prior results. Example:

// fetch historical quotes from your feed (your method)
IEnumerable<Quote> quotes = GetQuotesFromFeed("SPY");

// calculate RSI of OBV
IEnumerable<RsiResult> results
  = quotes

// or with two separate operations
IEnumerable<ObvResult> obvResults = quotes.GetObv();
IEnumerable<RsiResult> rsiOfObv = obvResults.GetRsi(14);

Candlestick patterns

Candlestick Patterns are a unique form of indicator and have a common output model.


Date DateTime - Date

Price decimal - Price of the most relevant OHLC candle element when a signal is present

Match Match - Indicates a matching signal type for this candlestick pattern

Candle CandleProperties - Details of the candle properties


When a candlestick pattern is recognized, it produces a matching signal. In some cases, an intrinsic confirmation is also available after the signal. In cases where previous bars were used to identify a pattern, they are indicated as the basis for the signal. This enum can also be referenced as an int value. Documentation for each candlestick pattern will indicate whether confirmation and/or basis information is produced.

type int description
Match.BullConfirmed 200 Confirmation of a prior bull signal
Match.BullSignal 100 Bullish signal
Match.BullBasis 10 Bars supporting a bullish signal
Match.Neutral 1 Signal for non-directional patterns
Match.None 0 No match
Match.BearBasis -10 Bars supporting a bearish signal
Match.BearSignal -100 Bearish signal
Match.BearConfirmed -200 Confirmation of a prior bear signal


The CandleProperties class is an extended version of Quote, and contains additional calculated properties. TQuote classes can be converted to CandleProperties with the .ToCandle() utility, and further used as the basis for calculating indicators.


name type notes
Date DateTime Date
Open decimal Open price
High decimal High price
Low decimal Low price
Close decimal Close price
Volume decimal Volume
Size decimal High-Low
Body decimal |Open-Close|
UpperWick decimal Upper wick size
LowerWick decimal Lower wick size
BodyPct double Body/Size
UpperWickPct double UpperWick/Size
LowerWickPct double LowerWick/Size
IsBullish bool Close>Open direction
IsBearish bool Close<Open direction


See Utilities and helper functions for additional tools.