Table of Contents

Namespace StockSharp.Algo.Indicators

Classes

AC

Acceleration alias.

AD

Acceleration alias.

ADL

AccumulationDistributionLine alias.

ADX

AverageDirectionalIndex alias.

AFI

ApprovalFlowIndex alias.

AL

Alligator alias.

ALF

AdaptiveLaguerreFilter alias.

ALMA

ArnaudLegouxMovingAverage alias.

AO

AwesomeOscillator alias.

APZ

AdaptivePriceZone alias.

ATR

AverageTrueRange alias.

Acceleration

Acceleration / Deceleration Indicator.

AccumulationDistributionLine

Accumulation/Distribution Line (A/D Line).

AdaptiveLaguerreFilter

Adaptive Laguerre Filter indicator.

AdaptivePriceZone

Adaptive Price Zone (APZ) indicator.

AdaptivePriceZoneBand

Represents a band (upper or lower) of the Adaptive Price Zone indicator.

Alligator

Alligator.

AlligatorLine

The realization of one of indicator lines Alligator (Jaw, Teeth, and Lips).

ApprovalFlowIndex

Approval Flow Index indicator.

ArnaudLegouxMovingAverage

Arnaud Legoux Moving Average (ALMA) indicator.

Aroon

Aroon indicator.

AroonDown

Aroon Down.

AroonUp

Aroon Up.

AverageDirectionalIndex

Welles Wilder Average Directional Index.

AverageTrueRange

The average true range TrueRange.

AwesomeOscillator

Awesome Oscillator.

BB

BollingerBands alias.

BBP

BollingerPercentB alias.

BMP

BalanceOfMarketPower alias.

BOP

BalanceOfPower alias.

BV

BalanceVolume alias.

BalanceOfMarketPower

Balance of Market Power (BMP) indicator.

BalanceOfPower

Balance of Power (BOP).

BalanceVolume

Balance Volume indicator.

BaseComplexIndicator

The base indicator, built in form of several indicators combination.

BaseIndicator

The base Indicator.

BaseIndicatorValue

The base class for the indicator value.

BollingerBand

Bollinger band.

BollingerBands

Bollinger Bands.

BollingerPercentB

Bollinger %b indicator.

CBCI

ConstanceBrownCompositeIndex alias.

CCI

CommodityChannelIndex alias.

CGO

CenterOfGravityOscillator alias.

CHOP

ChoppinessIndex alias.

CKS

ChandeKrollStop alias.

CM

CompositeMomentum alias.

CMF

ChaikinMoneyFlow alias.

CMO

ChandeMomentumOscillator alias.

CRSI

ConnorsRSI alias.

CV

ChaikinVolatility alias.

CandleIndicatorValue

The indicator value, operating with data type ICandleMessage.

CandlePatternIndicator

Indicator, based on ICandlePattern.

CandlePatternIndicatorValue

CandlePatternIndicator value.

CenterOfGravityOscillator

Center of Gravity Oscillator indicator.

ChaikinMoneyFlow

Chaikin Money Flow (CMF) indicator.

ChaikinVolatility

Chaikin volatility.

ChandeKrollStop

Chande Kroll Stop indicator.

ChandeMomentumOscillator

Chande Momentum Oscillator.

ChannelAveragePriceOscillator

Channel Average Price Oscillator (CAPO) indicator.

ChoppinessIndex

Choppiness Index indicator.

CommodityChannelIndex

Commodity Channel Index.

ComplexIndicatorValue

The complex value of the indicator IComplexIndicator, derived as result of calculation.

CompositeMomentum

Composite Momentum indicator.

ConnorsRSI

Connors RSI (CRSI) indicator.

ConstanceBrownCompositeIndex

Constance Brown Composite Index indicator.

Correlation

Correlation.

Covariance

Covariance.

DC

DonchianChannels alias.

DEMA

DoubleExponentialMovingAverage alias.

DI

DemandIndex alias.

DPI

DisparityIndex alias.

DPO

DetrendedPriceOscillator alias.

DSP

DetrendedSyntheticPrice alias.

DX

DirectionalIndex alias.

DZRSI

DynamicZonesRSI alias.

DecimalIndicatorValue

The indicator value, operating with data type decimal.

DemandIndex

Demand Index indicator.

DetrendedPriceOscillator

Price oscillator without trend.

DetrendedSyntheticPrice

Detrended Synthetic Price indicator.

DiMinus

DIMinus is a component of the Directional Movement System developed by Welles Wilder.

DiPart

The part of the indicator DirectionalIndex.

DiPlus

DIPlus is a component of the Directional Movement System developed by Welles Wilder.

DirectionalIndex

Welles Wilder Directional Movement Index.

DisparityIndex

Disparity Index indicator.

DonchianChannels

Donchian Channels indicator.

DonchianMiddle

Represents the middle band of Donchian Channels.

DoubleExponentialMovingAverage

Double Exponential Moving Average.

DynamicZonesRSI

Dynamic Zones RSI indicator.

EFT

EhlersFisherTransform alias.

EIS

ElderImpulseSystem alias.

EMA

ExponentialMovingAverage alias.

EMV

EaseOfMovement alias.

ENV

Envelope alias.

EPMA

EndpointMovingAverage alias.

EWO

ElliotWaveOscillator alias.

EaseOfMovement

Ease of Movement (EMV).

EhlersFisherTransform

Ehlers Fisher Transform indicator.

EhlersFisherTransformLine

Represents a single line of the Ehlers Fisher Transform indicator.

ElderImpulseSystem

Elder Impulse System indicator.

ElliotWaveOscillator

Elliot Wave Oscillator indicator.

EndpointMovingAverage

Endpoint Moving Average (EPMA) indicator.

Envelope

Envelope.

ExponentialMovingAverage

Exponential Moving Average.

FI

ForceIndex alias.

FOSC

ForecastOscillator alias.

FR

FibonacciRetracement alias.

FRAC

Fractals alias.

FRAMA

FractalAdaptiveMovingAverage alias.

FVE

FiniteVolumeElement alias.

FibonacciLevel

Represents a Fibonacci retracement level.

FibonacciRetracement

Fibonacci Retracement.

FiniteVolumeElement

Finite Volume Element (FVE) indicator.

ForceIndex

Force Index indicator, also known as Elder's Force Index (EFI).

ForecastOscillator

Forecast Oscillator (FOSC) indicator.

FractalAdaptiveMovingAverage

Fractal Adaptive Moving Average (FRAMA).

FractalPart

Part Fractals.

Fractals

Fractals.

GAPO

GopalakrishnanRangeIndex alias.

GATOR

GatorOscillator alias.

GMMA

GuppyMultipleMovingAverage alias.

GatorHistogram

The oscillator histogram GatorOscillator.

GatorOscillator

Gator oscillator.

GopalakrishnanRangeIndex

Gopalakrishnan Range Index (GAPO) indicator.

GuppyMultipleMovingAverage

Guppy Multiple Moving Average (GMMA).

HLI

HighLowIndex alias.

HMA

HullMovingAverage alias.

HO

HarmonicOscillator alias.

HVR

HistoricalVolatilityRatio alias.

HarmonicOscillator

Harmonic Oscillator indicator.

HighLowIndex

High Low Index indicator.

Highest

Maximum value for a period.

HistoricalVolatilityRatio

Historical Volatility Ratio indicator.

HullMovingAverage

Hull Moving Average.

ICH

Ichimoku alias.

III

IntradayIntensityIndex alias.

IMI

IntradayMomentumIndex alias.

Ichimoku

Ichimoku.

IchimokuChinkouLine

Chinkou line.

IchimokuLine

The implementation of the lines of Ishimoku KInko Khayo indicator (Tenkan, Kijun, Senkou Span B).

IchimokuSenkouALine

Senkou (A) line.

IchimokuSenkouBLine

Senkou (B) line.

IndicatorContainer

The container, storing indicators data.

IndicatorHelper

Extension class for indicators.

IndicatorHiddenAttribute

Attribute, applied to indicator that must be hidden from any UI selections.

IndicatorInAttribute

Attribute, applied to indicator, to provide information about type of input values IIndicatorValue.

IndicatorOutAttribute

Attribute, applied to indicator, to provide information about type of output values IIndicatorValue.

IndicatorType

The indicator type description.

IndicatorValueAttribute

Attribute, applied to indicator, to provide information about type of values IIndicatorValue.

IntradayIntensityIndex

Intraday Intensity Index indicator.

IntradayMomentumIndex

Intraday Momentum Index (IMI) indicator.

JurikMovingAverage

Jurik Moving Average.

KAMA

KaufmannAdaptiveMovingAverage alias.

KC

KeltnerChannels alias.

KER

KaufmanEfficiencyRatio alias.

KPO

KasePeakOscillator alias.

KST

KnowSureThing alias.

KVO

KlingerVolumeOscillator alias.

KasePeakOscillator

Kase Peak Oscillator indicator.

KasePeakOscillatorPart

Represents a part (short-term or long-term) of the Kase Peak Oscillator.

KaufmanEfficiencyRatio

Kaufman Efficiency Ratio indicator.

KaufmannAdaptiveMovingAverage

Kaufman adaptive moving average.

KeltnerChannelBand

Base class for upper and lower lines of Keltner Channel.

KeltnerChannelMiddle

Middle line of Keltner Channel (EMA).

KeltnerChannels

Keltner Channels indicator.

KlingerVolumeOscillator

Klinger Volume Oscillator.

KnowSureThing

Know Sure Thing (KST) indicator.

KnowSureThingLine

KST line.

LP

LunarPhase alias.

LRSI

LaguerreRSI alias.

LaguerreRSI

Laguerre RSI indicator.

LengthIndicator<TResult>

The base class for indicators with one resulting value and based on the period.

Level1Indicator

The indicator, built on the market data basis.

Level1IndicatorValue

The indicator value, operating with data type Level1ChangeMessage.

LinearReg

Linear regression - Value returns the last point prediction.

LinearRegRSquared

Linear regression R-squared.

LinearRegSlope

Linear regression gradient.

LinearRegression

The full class of linear regression, calculates LinearReg, LinearRegSlope, RSquared and StandardError at the same time.

Lowest

Minimum value for a period.

LunarPhase

Lunar Phase indicator.

MAC

MovingAverageCrossover alias.

MACD

MovingAverageConvergenceDivergence alias.

MAR

MovingAverageRibbon alias.

MCO

McClellanOscillator alias.

MFI

MarketFacilitationIndex alias.

MGD

McGinleyDynamic alias.

MI

MassIndex alias.

MMI

MarketMeannessIndex alias.

MNFI

MoneyFlowIndex alias.

MOM

Momentum alias.

MOMA

MomentumOfMovingAverage alias.

MP

MomentumPinball alias.

MarketDepthIndicatorValue

The indicator value, operating with data type IOrderBookMessage.

MarketFacilitationIndex

Market Facilitation Index.

MarketMeannessIndex

Market Meanness Index indicator.

MassIndex

Mass Index.

McClellanOscillator

McClellan Oscillator.

McGinleyDynamic

McGinley Dynamic.

MeanDeviation

Average deviation.

MedianPrice

Median price.

Momentum

Momentum.

MomentumOfMovingAverage

Momentum of Moving Average indicator.

MomentumPinball

Momentum Pinball indicator.

MoneyFlowIndex

Money Flow Index.

MovingAverageConvergenceDivergence

Convergence/divergence of moving averages.

MovingAverageConvergenceDivergenceHistogram

Convergence/divergence of moving averages. Histogram.

MovingAverageConvergenceDivergenceSignal

Convergence/divergence of moving averages with signal line.

MovingAverageCrossover

Moving Average Crossover indicator.

MovingAverageRibbon

Moving Average Ribbon indicator.

NVI

NegativeVolumeIndex alias.

NegativeVolumeIndex

Negative Volume Index (NVI) indicator.

NickRypockTrailingReverse

NickRypockTrailingReverse (Nick Rypock Trailing reverse).

OBV

OnBalanceVolume alias.

OBVM

OnBalanceVolumeMean alias.

OMA

OscillatorOfMovingAverage alias.

OnBalanceVolume

On-Balance Volume (OBV).

OnBalanceVolumeMean

On Balance Volume Mean indicator.

OptimalTracking

Optimal Tracking.

OscillatorOfMovingAverage

Oscillator of Moving Average indicator.

PGO

PrettyGoodOscillator alias.

PP

PivotPoints alias.

PPO

PercentagePriceOscillator alias.

PSAR

ParabolicSar alias.

PSY

PsychologicalLine alias.

PVO

PercentageVolumeOscillator alias.

PairIndicatorValue<TValue>

The value of the indicator, operating with pair .

ParabolicSar

Trend indicator implementation - Parabolic SAR.

PassThroughIndicator

Pass through indicator.

Peak

Peak.

PeakBar

PeakBar.

PercentagePriceOscillator

Percentage Price Oscillator (PPO).

PercentageVolumeOscillator

Percentage Volume Oscillator (PVO).

PivotPointPart

Represents a part of the Pivot Points indicator.

PivotPoints

Pivot Points indicator.

PrettyGoodOscillator

Pretty Good Oscillator (PGO).

PsychologicalLine

Psychological Line.

QStick

QStick.

RAVI

RangeActionVerificationIndex alias.

RC

RainbowCharts alias.

RMI

RelativeMomentumIndex alias.

ROC

RateOfChange alias.

RSI

RelativeStrengthIndex alias.

RVI

RelativeVigorIndex alias.

RainbowCharts

Rainbow Charts.

RangeActionVerificationIndex

Range Action Verification Index.

RateOfChange

Rate of change.

RelativeMomentumIndex

Relative Momentum Index (RMI).

RelativeStrengthIndex

Relative Strength Index.

RelativeVigorIndex

Relative Vigor Index.

RelativeVigorIndexAverage

The weight-average part of indicator RelativeVigorIndex.

RelativeVigorIndexSignal

The signaling part of indicator RelativeVigorIndex.

SMA

SimpleMovingAverage alias.

SMMA

SmoothedMovingAverage alias.

STC

SchaffTrendCycle alias.

STDE

StandardError alias.

STDEV

StandardDeviation alias.

STOCH

StochasticOscillator alias.

STOCHK

StochasticK alias.

SW

SineWave alias.

SchaffTrendCycle

Schaff Trend Cycle (STC) indicator.

ShiftedIndicatorValue

The shifted value of the indicator.

SimpleMovingAverage

Simple moving average.

SineWave

Sine Wave indicator.

SineWaveLine

SineWave line.

SingleIndicatorValue<TValue>

The base value of the indicator, operating with one data type.

SmoothedMovingAverage

Smoothed Moving Average.

StandardDeviation

Standard deviation.

StandardError

Standard error in linear regression.

StochasticK

Stochastic %K.

StochasticOscillator

The stochastic oscillator.

Sum

Sum of N last values.

T3

T3MovingAverage alias.

T3MovingAverage

T3 Moving Average.

TEMA

TripleExponentialMovingAverage alias.

TMF

TwiggsMoneyFlow alias.

TR

TrueRange alias.

TWAP

TimeWeightedAveragePrice alias.

TickIndicatorValue

The indicator value, operating with data type ITickTradeMessage.

TimeWeightedAveragePrice

Time Weighted Average Price (TWAP) indicator.

TripleExponentialMovingAverage

Triple Exponential Moving Average.

Trix

Triple Exponential Moving Average.

Trough

Trough.

TroughBar

TroughBar.

TrueRange

True range.

TwiggsMoneyFlow

Twiggs Money Flow.

UO

UltimateOscillator alias.

UltimateOscillator

Last oscillator.

VHF

VerticalHorizontalFilter alias.

VI

VortexIndicator alias.

VO

VolumeIndicator alias.

VWMA

VolumeWeightedMovingAverage alias.

VerticalHorizontalFilter

The vertical-horizontal filter.

Vidya

The dynamic average of variable index (Variable Index Dynamic Average).

VolumeIndicator

Candle volume.

VolumeProfileIndicator

Volume profile.

VolumeWeightedMovingAverage

Volume weighted moving average.

VortexIndicator

Vortex Indicator.

VortexPart

The part of the Vortex indicator.

WAD

WilliamsAccumulationDistribution alias.

WCCI

WoodiesCCI alias.

WMA

WilderMovingAverage alias.

WR

WilliamsR alias.

WTO

WaveTrendOscillator alias.

WaveTrendLine

Wave Trend line.

WaveTrendOscillator

Wave Trend Oscillator.

WeightedMovingAverage

Weighted moving average.

WilderMovingAverage

Welles Wilder Moving Average.

WilliamsAccumulationDistribution

Williams Accumulation/Distribution indicator.

WilliamsR

Williams Percent Range.

WoodiesCCI

Woodies CCI.

ZLEMA

ZeroLagExponentialMovingAverage alias.

ZZ

ZigZag alias.

ZeroLagExponentialMovingAverage

Zero Lag Exponential Moving Average (ZLEMA).

ZigZag

ZigZag.

ZigZagEquis

Zig Zag (Metastock).

Interfaces

IComplexIndicator

The interface of indicator, built as combination of several indicators.

IIndicator

The interface describing indicator.

IIndicatorContainer

The interface of the container, storing indicator data.

IIndicatorValue

The indicator value, based on which it will renew its value, as well as value, containing result of indicator calculation.

Enums

ComplexIndicatorModes

Embedded indicators processing modes.

IndicatorMeasures

Indicator measures.