README.md

Heikin-Ashi

A modified candlestick pattern that uses prior day for smoothing. More info ...

// usage
IEnumerable<HeikinAshiResult> results = Indicator.GetHeikinAshi(history);  

Parameters

name	type	notes
history	IEnumerable<Quote>	Historical Quotes data should be at any consistent frequency (day, hour, minute, etc). You must supply at least two historical quotes.

Response

IEnumerable<HeikinAshiResult>

The first period will have null values since there's not enough data to calculate. We always return the same number of elements as there are in the historical quotes.

HeikinAshiResult

name	type	notes
Index	int	Sequence of dates
Date	DateTime	Date
Open	decimal	Modified open price
High	decimal	Modified high price
Low	decimal	Modified low price
Close	decimal	Modified close price
IsBullish	bool	Indication of bar direction. Persists for no change.
Weakness	decimal	Size of directional shadow, weakness of signal (no shadow is strong)

Example

// fetch historical quotes from your favorite feed, in Quote format
IEnumerable<Quote> history = GetHistoryFromFeed("MSFT");

// calculate
IEnumerable<HeikinAshiResult> results = Indicator.GetHeikinAshi(history);

// use results as needed
DateTime evalDate = DateTime.Parse("12/31/2018");
HeikinAshiResult result = results.Where(x=>x.Date==evalDate).FirstOrDefault();
Console.WriteLine("Heikin-Ashi open price on {0} was ${1}", result.Date, result.Open);

Heikin-Ashi open price on 12/31/2018 was $241.3