Technical analysis library for .NET

Sample for Relative Strength Index (RSI) usage:

  RSI rsi = new RSI(14);
  List<Ohlc> ohlcList = new List<Ohlc>();
  // fill ohlcList
  rsi.Load(ohlcList);
  RSISerie serie = rsi.Calculate();

Library includes the following implementations:

• Accumulation/Distribution (ADL)
• Average Directional Index (ADX)
• Aroon
• Average True Range (ATR)
• BollingerBand
• Commodity Channel Index (CCI)
• Chaikin Money Flow (CMF)
• Chande Momentum Oscillator (CMO)
• Double Exponential Moving Average (DEMA)
• Detrended Price Oscillator (DPO)
• Exponential Moving Average (EMA)
• Moving Average Envelopes (Envelope)
• Ichimoku Clouds (Ichimoku)
• Moving Average Convergence Divergence (MACD)
• Momentum
• On Balance Volume (OBV)
• Price Volume Trend (PVT)
• Rate of Change (ROC)
• Relative Strength Index (RSI)
• Stop and Reverse (SAR)
• Simple Moving Average (SMA)
• TRIX
• Volume
• Volume Rate of Change (VROC)
• Weighted Moving Average (WMA)
• Williams %R (WPR)
• Zero Lag EMA (ZLEMA)