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Heikin-Ashi

Created by Munehisa Homma, Heikin-Ashi is a modified candlestick pattern based on prior period prices for smoothing. [Discuss] 💬

// C# usage syntax
IEnumerable<HeikinAshiResult> results =
  quotes.GetHeikinAshi();

Historical quotes requirements

You must have at least two periods of quotes to cover the warmup periods; however, more is typically provided since this is a chartable candlestick pattern.

quotes is a collection of generic TQuote historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information.

Response

IEnumerable<HeikinAshiResult>

• This method returns a time series of all available indicator values for the quotes provided.
• It always returns the same number of elements as there are in the historical quotes.
• It does not return a single incremental indicator value.
• HeikinAshiResult is based on IQuote, so it can be used as a direct replacement for quotes.

HeikinAshiResult

Date DateTime - Date from evaluated TQuote

Open decimal - Modified open price

High decimal - Modified high price

Low decimal - Modified low price

Close decimal - Modified close price

Volume decimal - Volume (same as quotes)

Utilities

• .Find(lookupDate)
• .RemoveWarmupPeriods(qty)

• .ToQuotes() to convert to a Quote collection. Example:

  IEnumerable<Quote> results = quotes
    .GetHeikinAshi()
    .ToQuotes();
  

See Utilities and helpers for more information.

Chaining

Results are based in IQuote and can be further used in any indicator.

// example
var results = quotes
    .GetHeikinAshi(..)
    .GetRsi(..);

This indicator must be generated from quotes and cannot be generated from results of another chain-enabled indicator or method.