QuanTAlib 0.1.14

.NET 6.0 
Install-Package QuanTAlib -Version 0.1.14
dotnet add package QuanTAlib --version 0.1.14
<PackageReference Include="QuanTAlib" Version="0.1.14" />
For projects that support PackageReference, copy this XML node into the project file to reference the package. 
paket add QuanTAlib --version 0.1.14
The NuGet Team does not provide support for this client. Please contact its maintainers for support. 
#r "nuget: QuanTAlib, 0.1.14"
#r directive can be used in F# Interactive, C# scripting and .NET Interactive. 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=0.1.14

// Install QuanTAlib as a Cake Tool
#tool nuget:?package=QuanTAlib&version=0.1.14
The NuGet Team does not provide support for this client. Please contact its maintainers for support.

QuanTAlib - quantitative technical indicators for Quantower and other C#-based trading platorms

Lines of Code Codacy grade codecov Security Rating CodeFactor

Nuget GitHub last commit Nuget GitHub watchers .NET7.0

Quantitative TA Library (QuanTAlib) is an easy-to-use C# library for quantitative technical analysis with base algorithms, charts, signals and strategies useful for trading securities with Quantower and other C#-based trading platforms.

QuanTAlib is written with some specific design criteria in mind - this is a list of reasons why there is 'yet another C# TA library':

  • Written in native C# - no code conversion from TA-LIB or other imported/converted TA libraries
  • No usage of Decimal datatypes, LINQ, interface abstractions, or static classes (all for performance reasons)
  • Supports both historical data analysis (working on bulk of historical arrays) and real-time analysis (adding one data item at the time without the need to re-calculate the whole history)
  • Separation of calculations (algos) and visualizations (charts)
  • Handle early data right - no hiding of poor calculations with NaN values (unless explicitly requested), data is as valid as mathematically possible from the first value
  • Preservation of time-value integrity of each data throughout the calculation chain (each data point has a timestamp)
  • Usage of events - each data series is an event publisher, each indicator is a subscriber - this allows seamless data flow between indicators without the need of plumbing (see MACD example to understand how events allow chaining of indicators)

QuanTAlib does not provide OHLCV quotes - but it can easily connect to any data feeds. There are some data feed classess available (RND_Feed for random OHLCV, YAHOO_Feed for Yahoo Finance daily stock data)

See Getting Started .NET interactive notebook to get a feel how library works. Developers can use QuanTAlib in .NET interactive or in console apps, but the best usage of the library is withing C#-enabled trading platforms - see QuanTower_Charts folder for Quantower examples.

List of available and planned indicators. So. Much. To. Do...

Product Versions
.NET net6.0 net6.0-android net6.0-ios net6.0-maccatalyst net6.0-macos net6.0-tvos net6.0-windows net7.0
Compatible target framework(s)
Additional computed target framework(s)
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  • net6.0

    • No dependencies.

  • net7.0

    • No dependencies.

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Version Downloads Last updated
0.1.14 85 5/12/2022
0.1.13 69 4/30/2022
0.1.12 67 4/25/2022
0.1.11 76 4/20/2022
0.1.10-beta 52 4/16/2022