stock indicatorsfor .NET

ATR Trailing Stop ​

Created by Welles Wilder, the ATR Trailing Stop indicator attempts to determine the primary trend of Close prices by using Average True Range (ATR) band thresholds. It can indicate a buy/sell signal or a trailing stop when the trend changes. [Discuss] 💬

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csharp
// C# usage syntax
IReadOnlyList<AtrStopResult> results =
  bars.ToAtrStop(lookbackPeriods, multiplier, endType);

Parameters ​

paramdescription
lookbackPeriods
int		Number of periods (N) for the ATR evaluation. Must be greater than 1. Default is 21.
multiplier
double		Multiplier sets the ATR band width. Must be greater than 0 and is usually set around 2 to 3. Default is 3.
endType
EndType		Determines whether Close or High/Low is used as basis for stop offset. Default is EndType.Close.

Historical price bars requirements ​

You must have at least N+100 periods of bars to cover the warmup and convergence periods. Since this uses a smoothing technique, we recommend you use at least N+250 periods prior to the intended usage date for optimal 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.

EndType enum options ​

enum / valuedescription
EndType.Close
0		Threshold measured from bar Close price
EndType.HighLow
1		Threshold measured from bar High and Low price

Response ​

csharp
IReadOnlyList<AtrStopResult>
  • 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 periods will have null AtrStop values since there's not enough data to calculate.

🚩 ⚞ Convergence warning

the line segment before the first reversal and the first N+100 periods are unreliable due to an initial guess of trend direction and precision convergence for the underlying ATR values.

AtrStopResult ​

propertydescription
Timestamp
DateTime		Date from evaluated TBar
AtrStop
double?		ATR Trailing Stop line contains both Upper and Lower segments
BuyStop
double?		Upper band only (green)
SellStop
double?		Lower band only (red)
Atr
double?		Average True Range

BuyStop and SellStop values are provided to differentiate buy vs sell stop lines and to clearly demark trend reversal. AtrStop is the contiguous combination of both upper and lower line data.

Utilities ​

See Utilities and helpers for more information.

Chaining ​

This indicator is not chain-enabled and must be generated from bars. It cannot be used for further processing by other chain-enabled indicators.

See Chaining indicators for more.

Streaming ​

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

csharp
AtrStopList atrStopList = new(lookbackPeriods, multiplier: 3.0, endType: EndType.Close);

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

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

Subscribe to a BarHub for advanced streaming scenarios:

csharp
BarHub barHub = new();
AtrStopHub observer = barHub.ToAtrStopHub(lookbackPeriods, multiplier: 3.0, endType: EndType.Close);

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

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

See Buffer lists and Stream hubs for full usage guides.