---
url: /indicators/chandelier.md
description: >-
  Created by Charles Le Beau, the Chandelier Exit is an adjusted Average True
  Range (ATR) offset from price that is typically used for stop-loss and can be
  computed for both long or short types.
package: FacioQuo.Stock.Indicators
docs_version: v3
canonical: https://dotnet.stockindicators.dev/indicators/chandelier
generated: 2026-09-30T04:41:06.055Z
commit: ae1f432eaa0b03ae9f39e032c69434b557efa4a2
---

# Chandelier Exit

Created by Charles Le Beau, the [Chandelier Exit](https://www.google.com/search?q=Chandelier+Exit+indicator) is an adjusted Average True Range (ATR) offset from price that is typically used for stop-loss and can be computed for both long or short types.
[\[Discuss\] 💬](https://github.com/facioquo/stock-indicators-dotnet/discussions/263 "Community discussion about this indicator")

```csharp
// C# usage syntax
IReadOnlyList<ChandelierResult> results =
  bars.ToChandelier(lookbackPeriods, multiplier, type);
```

## Parameters

| param | type | description |
| ----- | ---- | ----------- |
| `lookbackPeriods` | *`int`* | Number of periods (`N`) for the lookback evaluation.  Default is 22. |
| `multiplier` | *`double`* | Multiplier number must be a positive value.  Default is 3. |
| `type` | *`Direction`* | Direction of exit. Default is `Direction.Long`. |

### 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](/guide/getting-started.md#historical-bars) for more information.

### `Direction` enum options

*The direction of a held [trade position](https://en.wikipedia.org/wiki/Position_\(finance\))*

| enum | `int` | description |
| :--- | :---: | :---------- |
| `Direction.Long`  | 0 | Long trade positions  |
| `Direction.Short` | 1 | Short trade positions |

## Response

```csharp
IReadOnlyList<ChandelierResult>
```

* 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` Chandelier values since there's not enough data to calculate.

### `ChandelierResult`

| property | type | description |
| -------- | ---- | ----------- |
| `Timestamp` | *`DateTime`* | Date from evaluated `TBar` |
| `ChandelierExit` | *`double`* | Exit line |

### Utilities

* [.Condense()](/utilities/results.md#condense)
* [.Find(lookupDate)](/utilities/results.md#find-by-date)
* [.RemoveWarmupPeriods()](/utilities/results.md#remove-warmup-periods)
* [.RemoveWarmupPeriods(removePeriods)](/utilities/results.md#remove-warmup-periods)

See [Utilities and helpers](/utilities.md) for more information.

## Chaining

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

```csharp
// example
var results = bars
    .ToChandelier(..)
    .ToEma(..);
```

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

See [Chaining indicators](/guide/chaining.md) for more.

## Streaming

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

```csharp
ChandelierList chandelierList = new(lookbackPeriods, multiplier, type);

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

// based on `ICollection<ChandelierResult>`
IReadOnlyList<ChandelierResult> results = chandelierList;
```

Subscribe to a `BarHub` for advanced streaming scenarios:

```csharp
BarHub barHub = new();
ChandelierHub observer = barHub.ToChandelierHub(lookbackPeriods, multiplier, type);

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

IReadOnlyList<ChandelierResult> results = observer.Results;
```

See [Buffer lists](/guide/styles/buffer.md) and [Stream hubs](/guide/styles/stream.md) for full usage guides.