QuanTAlib 0.7.13

.NET 8.0

dotnet add package QuanTAlib --version 0.7.13

NuGet\Install-Package QuanTAlib -Version 0.7.13

This command is intended to be used within the Package Manager Console in Visual Studio, as it uses the NuGet module's version of Install-Package.

<PackageReference Include="QuanTAlib" Version="0.7.13" />

For projects that support PackageReference, copy this XML node into the project file to reference the package.

paket add QuanTAlib --version 0.7.13

The NuGet Team does not provide support for this client. Please contact its maintainers for support.

#r "nuget: QuanTAlib, 0.7.13"

#r directive can be used in F# Interactive and Polyglot Notebooks. Copy this into the interactive tool or source code of the script to reference the package.

// Install QuanTAlib as a Cake Addin
#addin nuget:?package=QuanTAlib&version=0.7.13

// Install QuanTAlib as a Cake Tool
#tool nuget:?package=QuanTAlib&version=0.7.13

The NuGet Team does not provide support for this client. Please contact its maintainers for support.

GitHub last commit

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QuanTAlib - quantitative technical indicators for Quantower

Quantitative TA library (QuanTAlib) is a C# library of classess and methods for quantitative technical analysis useful for analyzing quotes with Quantower and other C#-based trading platforms.

Visit documentation pages<br> List of indicators - implemented and planned

QuanTAlib is a C# library written with some specific design criteria in mind. Here is why there is 'yet another C# TA library':

QuanTAlib focuses on real-time data analysis: As new data items arrives, indicators don't have to re-calculate the entire history and can generate a result directly from the last item
Allow updates/corrections of the last quote - QuanTAlib is re-calculating the last value as many times as required before continuing to the new bar
Calculate early data right - calculated data is as valid as mathematically possible from the first value onwards - no blackout or warming-up periods. All indicators return data from the first bar, alongside with a flag isHot - defining if calculation is already stable.

Installation to Quantower

<Quantower_root> is the directory where Quantower is installed - where Start.lnk launcher is. Copy any or all dll files as below:
Copy Averages.dll from Releases to <Quantower_root>\Settings\Scripts\Indicators\Averages\Averages.dll
Copy Statistics.dll from Releases to <Quantower_root>\Settings\Scripts\Indicators\Statistics\Statistics.dll
Copy Volatility.dll from Releases to <Quantower_root>\Settings\Scripts\Indicators\Volatility\Volatility.dll
Copy SyntheticVendor.dll from Releases to <Quantower_root>\Settings\Scripts\Vendors\SyntheticVendor\SyntheticVendor.dll

QuanTAlib is intended for developers and users of Quantower, therefore it does not focus on privind sources of OHLCV quotes. There are some very basic data feeds available to use in the learning process: GBM_Feed for Random (Geometric Brownian Motion) data, and SyntheticVendor data generator for Quantower.

Validation

QuanTAlib uses validation tests with four other TA libraries to assure accuracy and validity of results:

Product	Compatible and additional computed target framework versions.
.NET	net8.0 is compatible. net8.0-android was computed. net8.0-browser was computed. net8.0-ios was computed. net8.0-maccatalyst was computed. net8.0-macos was computed. net8.0-tvos was computed. net8.0-windows was computed.

Compatible target framework(s)

Included target framework(s) (in package)

Learn more about Target Frameworks and .NET Standard.

net8.0
- Microsoft.DotNet.Interactive.Formatting (>= 1.0.0-beta.21459.1)

NuGet packages

This package is not used by any NuGet packages.

GitHub repositories

This package is not used by any popular GitHub repositories.