Releases: DaveSkender/Stock.Indicators
1.9.2
Bug fixed:
- ZigZag UnhandledException with small data sets - #632
Special thanks to:
- @Fredrik-C for reporting and providing clear information and historical quote data to reproduce the error.
1.19.1
Minor indicator updates:
- added more parameters to Stochastic Oscillator for customization of KDJ - #621
- added
initialFactor
parameter to Parabolic SAR - #619 - added SMMA option for Moving Average Envelopes - #617
Minor bugs fixed:
- improper lines when ZigZag has not met the threshold - #618
- special exception to Parabolic SAR values during reversal - #620
Special thanks to:
- @kokazani for encouraging added KDJ customization
- @Salardx for providing data for ZigZag that uncovered an unusual error case
- @overstartup for recommending
initialFactor
for Parabolic SAR
1.19.0
Modified indicators:
Modify supported frameworks:
- add .NET 6.0
- remove .NET Framework 4.6.1
Chores:
- add simple backtest example code
Special thanks to:
- @GordonEldest for recommending Beta+/-
- @sophisma for recommending EMA additions to MACD
1.18.0
New indicators:
- Wilder's Volatility Stop
- Schaff Trend Cycle
Modified indicators:
- add K, D, and J aliases in results classes for Stochastic - #569
Bugs fixed:
- Stochastic does not handle negative values (non-standard usage) - #584
Chores:
- added a fully working sample Console App Example
Special thanks to:
- @rudeGit for recommending Volatility Stop
- @myalgomate for recommending Schaff Trend Cycle
- @jeonnagroup2 for your patronage
1.17.1
Minor indicator and utility updates:
- added 4 and 5 parameter variants for Ichimoku Cloud - #558
- added a quotes.Aggregate() variant that uses native
TimeSpan
argument values - #554
Special thanks to:
- @heavymanto for contributing the Aggregate variant
- @moslem7026 and @wclark17 for suggesting Ichimoku variants
- @wclark17 for your patronage
1.17.0
New/modified indicators:
- add Detrended Price Oscillator - #474
- extend SMA and EMA to allow specification of OHLCV candle part - #506
Special thanks to:
- @BlankaKorvo for inspiring DPO
- @bitwizardry for recommending and support SMA/EMA extension
- @StevenFischerWI for your patronage
1.16.0
1.15.1
New preview indicator:
-
Marubozu candlestick pattern (preview)
This is the first of many candlestick patterns that we intend to implement in the library. With this initial basic pattern, we hope to establish a baseline approach. Feedback appreciated. Follow the discussion on #220
Bugs fixed:
- HMA minimum historical quotes requirements calculation / documentation - #518
Chores:
- update the documentation to clarify indicators with convergence and repainting behavior
Special thanks to:
- @bobtabor for finding this strange HMA bug and for your patronage
- @heavymanto for suggesting documentation improvements
1.15.0
New indicator:
- Hurst Exponent (preview) - #466
Special thanks to:
- @8AWESOME4 for recommending Hurst Exponent
1.14.0
New indicator:
- Renko Chart / Price Transform (preview) - #479
New utilities for indicator results:
-
RemoveWarmupPeriods() will remove the recommended or specific quantities of warmup periods from indicator results. - #470
-
ConvertToQuotes() makes it easier to do indicator of indicators - #475
// example: an RSI of Renko bricks IEnumerable<RsiResult> results = quotes.GetRenko(..) .ConvertToQuotes() .GetRsi(14);
Breaking changes:
- Double and Triple EMA result classes were renamed from
EmaResult
toDemaResult
andTemaResult
, respectively. Also, propertyEma
was renamed toDema
andTema
, respectively. - Rolling Pivots result class was renamed from
PivotPointsResult
toRollingPivotsResult
to make it uniquely different from normal Pivot Point results. - enum
ZigZagType
was renamed toEndType
for reuse BadHistoryException
was renamed toBadQuotesException
- this will impact anyone catching this exception- misc internal Pivot Point calculations were made private
- interface
IResultBase
was renamed toIResult
- numerous parameters were renamed, though this may not impact anyone
Chores (internals):
- update naming conventions, for example, we're using
quotes
instead ofhistory
to represent the historical quote collections.
Special thanks to:
- @vishalsmart for recommending Renko Charts