stock indicatorsfor .NET

True Range (TR) ​

Created by J. Welles Wilder, True Range is a measure of volatility that captures gaps and limits between periods. It is the building block for Average True Range. [Discuss] 💬

csharp
// C# usage syntax
IReadOnlyList<TrResult> results =
  bars.ToTr();

Historical price bars requirements ​

You must have at least 2 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<TrResult>
  • 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 period will have a null value since there is no prior period close.

TrResult ​

propertytypedescription
TimestampDateTimeDate from evaluated TBar
TrdoubleTrue Range

Utilities ​

See Utilities and helpers for more information.

Chaining ​

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

csharp
// example: ATR using a custom moving average
var results = bars
    .ToTr()
    .ToSmma(lookbackPeriods);

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
TrList trList = new();

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

// based on `ICollection<TrResult>`
IReadOnlyList<TrResult> results = trList;

Subscribe to a BarHub for advanced streaming scenarios:

csharp
BarHub barHub = new();
TrHub observer = barHub.ToTrHub();

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

IReadOnlyList<TrResult> results = observer.Results;

See Buffer lists and Stream hubs for full usage guides.