stock indicatorsfor .NET

Klinger Volume Oscillator ​

Created by Stephen Klinger, the Klinger Volume Oscillator depicts volume-based trend reversal and divergence between short and long-term money flow. [Discuss] 💬

csharp
// C# usage syntax
IReadOnlyList<KvoResult> results =
  bars.ToKvo(fastPeriods, slowPeriods, signalPeriods);

Parameters ​

paramtypedescription
fastPeriodsintNumber of lookback periods (F) for the short-term EMA. Must be greater than 2. Default is 34.
slowPeriodsintNumber of lookback periods (L) for the long-term EMA. Must be greater than F. Default is 55.
signalPeriodsintNumber of lookback periods for the signal line. Must be greater than 0. Default is 13.

Historical price bars requirements ​

You must have at least L+100 periods of bars to cover the warmup and convergence periods. Since this uses a smoothing technique, we recommend you use at least L+150 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 for more information.

Response ​

csharp
IReadOnlyList<KvoResult>
  • 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 L+1 periods will have null values since there's not enough data to calculate.

🚩 ⚞ Convergence warning

The first L+150 periods will have decreasing magnitude, convergence-related precision errors that can be as high as ~5% deviation in indicator values for earlier periods.

KvoResult ​

propertytypedescription
TimestampDateTimeDate from evaluated TBar
OscillatordoubleKlinger Oscillator
SignaldoubleEMA of Klinger Oscillator (signal line)

Utilities ​

See Utilities and helpers for more information.

Chaining ​

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

csharp
// example
var results = bars
    .ToKvo(..)
    .ToSlope(..);

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

See Chaining indicators for more.

Streaming ​

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

csharp
KvoList kvoList = new(34, 55, 13);

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

// based on `ICollection<KvoResult>`
IReadOnlyList<KvoResult> results = kvoList;

Subscribe to a BarHub for advanced streaming scenarios:

csharp
BarHub barHub = new();
KvoHub observer = barHub.ToKvoHub(34, 55, 13);

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

IReadOnlyList<KvoResult> results = observer.Results;

See Buffer lists and Stream hubs for full usage guides.