stock indicatorsfor .NET

Commodity Channel Index (CCI) ​

Created by Donald Lambert, the Commodity Channel Index is an oscillator depicting deviation from typical price range, often used to identify cyclical trends. [Discuss] 💬

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

Parameters ​

paramtypedescription
lookbackPeriodsintNumber of periods (N) in the moving average. Must be greater than 0. Default is 20.

Historical price bars requirements ​

You must have at least N+1 periods of bars to cover the warmup periods.

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<CciResult>
  • 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.

CciResult ​

propertytypedescription
TimestampDateTimeDate from evaluated TBar
CcidoubleCommodity Channel Index

Utilities ​

See Utilities and helpers for more information.

Chaining ​

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

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

This indicator must be generated from bars and cannot be generated from results of another chain-enabled indicator or method.

See Chaining indicators for more.

Streaming ​

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

csharp
CciList cciList = new(lookbackPeriods);

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

// based on `ICollection<CciResult>`
IReadOnlyList<CciResult> results = cciList;

Subscribe to a BarHub for advanced streaming scenarios:

csharp
BarHub barHub = new();
CciHub observer = barHub.ToCciHub(lookbackPeriods);

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

IReadOnlyList<CciResult> results = observer.Results;

See Buffer lists and Stream hubs for full usage guides.