Found 11 packages
Core entities for CandleFlow - A high-performance .NET library for aggregating tick data into OHLCV candlestick charts. Contains Tick, Candle, TimeFrame, and TradeDirection types.
Multi-Timeframe Bollinger Bands Strategy (C#)
Multi-timeframe EMA + BB + RSI Strategy (C#)
Multi-Timeframe Bollinger Bands Strategy (Python)
Multi-timeframe EMA + BB + RSI Strategy (Python)
Download, convert, and export Dukascopy tick data with ease. This package transforms tick data from the proprietary Bi5 format into a standard CSV file, featuring OHLCV (Open, High, Low, Close, Volume) data resampled to a user-defined timeframe resolution.
A high-performance backtesting engine for algorithmic trading strategies. Features multi-symbol/multi-timeframe support, parallel processing, zero-allocation patterns, and SIMD acceleration.
Aggregation engine for CandleFlow - A high-performance .NET library for aggregating tick data into OHLCV candlestick charts. Includes multi-timeframe aggregation, real-time subscriptions, batch processing, and retention policies.
Advanced calendar system to perform powerfull event managment for Umbraco. Give your users the freedom to insert or edit events either inline or via the advanced editor which allows them to add descriptions, set recurrence, associate resources and much more. Both editing options are easily customizable
Formatting extensions for TimeSeries and TimeFrames
A C# algorithmic trading library for post-market stock strategy evaluation. Supports backtesting with daily/weekly/monthly timeframes, cash accounts, and long positions.