stock indicatorsfor .NET

Force Index ​

Created by Alexander Elder, the Force Index depicts volume-based buying and selling pressure based on the change in price. [Discuss] 💬

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

Parameters ​

paramtypedescription
lookbackPeriodsintLookback window (N) for the EMA of Force Index. Must be greater than 0 and is commonly 2 or 13 (shorter/longer view). Default is 2.

Historical price bars requirements ​

You must have at least N+100 for 2×N periods of bars, whichever is more, to cover the warmup and convergence periods. Since this uses a smoothing technique for EMA, we recommend you use at least N+250 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<ForceIndexResult>
  • 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 be null since they cannot be calculated.

🚩 ⚞ Convergence warning

The first N+100 periods will have decreasing magnitude, convergence-related precision errors that can be as high as ~5% deviation in indicator values for earlier periods.

ForceIndexResult ​

propertytypedescription
TimestampDateTimeDate from evaluated TBar
ForceIndexdoubleForce Index

Utilities ​

See Utilities and helpers for more information.

Chaining ​

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

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

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
ForceIndexList forceIndexList = new(lookbackPeriods);

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

// based on `ICollection<ForceIndexResult>`
IReadOnlyList<ForceIndexResult> results = forceIndexList;

Subscribe to a BarHub for advanced streaming scenarios:

csharp
BarHub barHub = new();
ForceIndexHub observer = barHub.ToForceIndexHub(lookbackPeriods);

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

IReadOnlyList<ForceIndexResult> results = observer.Results;

See Buffer lists and Stream hubs for full usage guides.