stock indicatorsfor .NET

Relative Strength Index (RSI) ​

Created by J. Welles Wilder, the Relative Strength Index is an oscillator that measures strength of the winning/losing streak over N lookback periods on a scale of 0 to 100, to depict overbought and oversold conditions. [Discuss] 💬

csharp
// C# usage syntax
IReadOnlyList<RsiResult> results =
  bars.ToRsi(lookbackPeriods);

Parameters ​

paramtypedescription
lookbackPeriodsintNumber of periods (N) in the lookback period. Must be greater than 0. Default is 14.

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 10×N 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<RsiResult>
  • 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 10×N periods will have decreasing magnitude, convergence-related precision errors that can be as high as ~5% deviation in indicator values for earlier periods.

RsiResult ​

propertytypedescription
TimestampDateTimeDate from evaluated TBar
RsidoubleRelative Strength Index

Utilities ​

See Utilities and helpers for more information.

Chaining ​

This indicator may be generated from any chain-enabled indicator or method.

csharp
// example
var results = bars
    .Use(CandlePart.HL2)
    .ToRsi(..);

Results can be further processed on Rsi with additional chain-enabled indicators.

csharp
// example
var results = bars
    .ToRsi(..)
    .ToSlope(..);

See Chaining indicators for more.

Streaming ​

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

csharp
RsiList rsiList = new(lookbackPeriods);

foreach (IBar bar in bars)  // simulating stream
{
  rsiList.Add(bar);
}

// based on `ICollection<RsiResult>`
IReadOnlyList<RsiResult> results = rsiList;

Subscribe to a BarHub for advanced streaming scenarios:

csharp
BarHub barHub = new();
RsiHub observer = barHub.ToRsiHub(lookbackPeriods);

foreach (IBar bar in bars)  // simulating stream
{
  barHub.Add(bar);
}

IReadOnlyList<RsiResult> results = observer.Results;

See Buffer lists and Stream hubs for full usage guides.