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Releases: DaveSkender/Stock.Indicators

0.8.5

14 Jul 05:26
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  • change Chandelier multiplier from double to decimal - potentially breaking change
  • add [Serializable] attribute to public classes. this is needed in rare cases where package users want to convert object to binary or use certain types of compression

0.8.3

10 Jul 23:40
4b80c74
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BREAKING CHANGES:

  • updated Stochastic RSI to require more parameters to control the Stochastic behavior and change from scale of 1 to 100
  • replace use of float with decimal data type in calculations and result data due to minor observed rounding errors

Chores:

  • update unit tests and documentation

0.8.0

10 Jul 04:42
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New indicators:

  • Double Exponential Moving Average (DEMA)
  • ConnorsRSI

Chores:

  • protected SET on Index property in Quote and various results classes.

If you are using derived classes for any of these, see the using derived classes section in the Guide for more information.

0.7.0

08 Jul 03:08
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New indicators:

  • Keltner Channel
  • Donchain Channel
  • William %R
  • R-Squared added to Correlation Coefficient output

Chores:

  • update Chaikin Oscillator history requirements
  • add unit tests for better code coverage

0.6.0

06 Jul 02:15
ddd063c
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New indicators:

  • On-balance Volume (OBV)
  • Accumulation Distribution Line (ADL)
  • Chaikin Money Flow (CMF)
  • Chaikin Oscillator
  • Rate of Change (ROC)

Chores:

  • cleanup naming conventions
  • update documentation

0.5.23

28 Jun 23:36
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Updated SMA indicator with additional result elements: #45

  • Mean Absolute Deviation
  • Mean Square Error
  • Mean Absolute Percentage Error

0.5.21

14 Jun 00:03
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Updated indicators:

  • Added more appropriate validation on EMA history requirements. Please note that this indicator does require substantially more history due to convergence. For example, an EMA(250) requires more than 3 years of history.
    Given that you may be getting your history from a feed, you'll need to handle the BadHistoryException or pre-validate the history you're getting to avoid surprises and errors.

  • Reverted nullability for IsBullish flag on Heikin-Ashi. It was an unnecessary change.

Chores:

  • Added Index value to test data spreadsheet

0.5.19

13 Jun 04:38
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0.5.19 Pre-release
Pre-release

Updated indicators:

  • added Width to Bollinger Bands result value
  • added ATR Percentage (ATRP) result value

Chores:

  • refactor and update unit tests

0.5.14

11 Jun 02:58
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Updated indicators:

  • added Z-Score to both Bollinger Band and Standard Deviation results

Buggy fixes:

  • improved IsIncreasing results for RSI, Stochastic RSI, Stochastic, and Heikin-Ashi to better handle the "no change" edge case. The prior IsIncreasing value will now persist when there is no change and will only change when there is an actual reversal. In other words, no change does not count as a reversal anymore.

Chores:

  • updated documentation, added some badges, etc.
  • refactored some exceptions in modified indicators

0.5.12

06 Jun 04:00
132b385
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Bug fixes:

  • for Stochastic, RSI, and Stochastic RSI the IsIncreasing result value returned true when there was no change (e.g. should have been current > last instead of current >= last

Chores: