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.
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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.
<Quantower_root>is the directory where Quantower is installed - whereStart.lnklauncher is. Copy any or alldllfiles as below:- Copy
Averages.dllfrom Releases to<Quantower_root>\Settings\Scripts\Indicators\Averages\Averages.dll - Copy
Statistics.dllfrom Releases to<Quantower_root>\Settings\Scripts\Indicators\Statistics\Statistics.dll - Copy
Volatility.dllfrom Releases to<Quantower_root>\Settings\Scripts\Indicators\Volatility\Volatility.dll - Copy
SyntheticVendor.dllfrom 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.
QuanTAlib uses validation tests with four other TA libraries to assure accuracy and validity of results: