---
url: /indicators/dynamic.md
description: >-
  Created by John R. McGinley, the McGinley Dynamic is a more responsive variant
  of exponential moving average.
package: FacioQuo.Stock.Indicators
docs_version: v3
canonical: https://dotnet.stockindicators.dev/indicators/dynamic
generated: 2026-09-30T04:41:06.055Z
commit: ae1f432eaa0b03ae9f39e032c69434b557efa4a2
---

# McGinley Dynamic

Created by John R. McGinley, the [McGinley Dynamic](https://www.investopedia.com/terms/m/mcginley-dynamic.asp) is a more responsive variant of exponential moving average.
[\[Discuss\] 💬](https://github.com/facioquo/stock-indicators-dotnet/discussions/866 "Community discussion about this indicator")

```csharp
// C# usage syntax (with Close price)
IReadOnlyList<DynamicResult> results =
  bars.ToDynamic(lookbackPeriods, kFactor);
```

## Parameters

| param | type | description |
| ----- | ---- | ----------- |
| `lookbackPeriods` | *`int`* | Number of periods (`N`) in the moving average.  Must be greater than 0. |
| `kFactor` | *`double`* | Optional.  Range adjustment factor (`K`).  Must be greater than 0.  Default is 0.6 |

### Historical price bars requirements

You must have at least `2` periods of `bars`, to cover the [warmup and convergence](https://github.com/facioquo/stock-indicators-dotnet/discussions/688) periods.  Since this uses a smoothing technique, we recommend you use at least `4×N` data points prior to the intended usage date for better precision.

`bars` is a collection of generic `TBar` historical price bars.  It should have a consistent frequency (day, hour, minute, etc).  See [the Guide](/guide/getting-started.md#historical-bars) for more information.

### Pro tips

> Use a `kFactor` value of `1` if you do not want to adjust the `N` value.
>
> McGinley suggests that using a `K` value of 60% (0.6) allows you to use a `N` equivalent to other moving averages.  For example, DYNAMIC(20,0.6) is comparable to EMA(20); conversely, DYNAMIC(20,1) uses the raw 1:1 `N` value and is not equivalent.

## Response

```csharp
IReadOnlyList<DynamicResult>
```

* This method returns a time series of all available indicator values for the `bars` provided.
* It always returns the same number of elements as there are in the historical price bars.
* It does not return a single incremental indicator value.
* The first period will have a `null` value since there's not enough data to calculate.

> [!WARNING]
> **🚩 ⚞ Convergence warning**
>
> The first `4×N` periods will have decreasing magnitude, convergence-related precision errors that can be as high as ~5% deviation in indicator values for earlier periods.

### `DynamicResult`

| property | type | description |
| -------- | ---- | ----------- |
| `Timestamp` | *`DateTime`* | Date from evaluated `TBar` |
| `Dynamic` | *`double`* | McGinley Dynamic |

### Utilities

* [.Condense()](/utilities/results.md#condense)
* [.Find(lookupDate)](/utilities/results.md#find-by-date)
* [.RemoveWarmupPeriods(removePeriods)](/utilities/results.md#remove-warmup-periods)

See [Utilities and helpers](/utilities.md) for more information.

## Chaining

This indicator may be generated from any chain-enabled indicator or method.

```csharp
// example
var results = bars
    .Use(CandlePart.HL2)
    .ToDynamic(..);
```

Results can be further processed on `Dynamic` with additional chain-enabled indicators.

```csharp
// example
var results = bars
    .ToDynamic(..)
    .ToRsi(..);
```

See [Chaining indicators](/guide/chaining.md) for more.

## Streaming

Use the buffer-style `List<T>` when you need incremental calculations without a hub:

```csharp
DynamicList dynamicList = new(lookbackPeriods, kFactor);

foreach (IBar bar in bars)  // simulating stream
{
  dynamicList.Add(bar);
}

// based on `ICollection<DynamicResult>`
IReadOnlyList<DynamicResult> results = dynamicList;
```

Subscribe to a `BarHub` for advanced streaming scenarios:

```csharp
BarHub barHub = new();
DynamicHub observer = barHub.ToDynamicHub(lookbackPeriods, kFactor);

foreach (IBar bar in bars)  // simulating stream
{
  barHub.Add(bar);
}

IReadOnlyList<DynamicResult> results = observer.Results;
```

See [Buffer lists](/guide/styles/buffer.md) and [Stream hubs](/guide/styles/stream.md) for full usage guides.