stock indicatorsfor .NET

Hull Moving Average (HMA) ​

Created by Alan Hull, the Hull Moving Average is a modified weighted average of price that reduces lag. [Discuss] 💬

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

Parameters ​

paramtypedescription
lookbackPeriodsintNumber of periods (N) in the moving average. Must be greater than 1.

Historical price bars requirements ​

You must have at least N+(integer of SQRT(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<HmaResult>
  • 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+(integer of SQRT(N))-1 periods will have null values since there's not enough data to calculate.

HmaResult ​

propertytypedescription
TimestampDateTimeDate from evaluated TBar
HmadoubleHull moving average

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)
    .ToHma(..);

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

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

See Chaining indicators for more.

Streaming ​

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

csharp
HmaList hmaList = new(lookbackPeriods);

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

// based on `ICollection<HmaResult>`
IReadOnlyList<HmaResult> results = hmaList;

Subscribe to a BarHub for advanced streaming scenarios:

csharp
BarHub barHub = new();
HmaHub observer = barHub.ToHmaHub(lookbackPeriods);

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

IReadOnlyList<HmaResult> results = observer.Results;

See Buffer lists and Stream hubs for full usage guides.