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.
QuanTAlib is written with some specific design criteria in mind - why there is 'yet another C# TA library':
- Prioritize real-time data analysis (series can add new data and indicator doesn't have to re-calculate the whole history)
- Allow updates to the last quote and adjusting the calculation to the still-forming bar
- Calculate early data right - output data is as valid as mathematically possible from the first value onwards
If not obvious, QuanTAlib is intended for developers, and it does not focus on sources of OHLCV quotes. There are some very basic data feeds available to use in the learning process: RND_Feed and GBM_Feed for random data, Yahoo_Feed and Alphavantage_Feed for a quick grab of daily data of US stock market.
See Getting Started .NET interactive notebook to get a feel how library works. Developers can use QuanTAlib in Polyglot Notebooks or in console apps, but the best usage of the library is with C#-enabled trading platforms - see QuanTower_Charts folder for Quantower examples and check Releases for compiled Quantower DLL.
List of all indicators - current and planned
QuanTAlib uses validation tests with four other TA libraries to assure accuracy and validity of results: