---
url: /indicators/smi.md
description: >-
  Created by William Blau, the Stochastic Momentum Index (SMI) oscillator is a
  double-smoothed variant of the traditional Stochastic Oscillator, depicted on
  a scale from -100 to 100.
package: FacioQuo.Stock.Indicators
docs_version: v3
canonical: https://dotnet.stockindicators.dev/indicators/smi
generated: 2026-09-30T04:41:06.055Z
commit: ae1f432eaa0b03ae9f39e032c69434b557efa4a2
---

# Stochastic Momentum Index (SMI)

Created by William Blau, the Stochastic Momentum Index (SMI) oscillator is a double-smoothed variant of the [Stochastic Oscillator](/indicators/stoch.md), depicted on a scale from -100 to 100.
[\[Discuss\] 💬](https://github.com/facioquo/stock-indicators-dotnet/discussions/625 "Community discussion about this indicator")

```csharp
// C# usage syntax (standard)
IReadOnlyList<SmiResult> results =
  bars.ToSmi(lookbackPeriods, firstSmoothPeriods,
                 secondSmoothPeriods, signalPeriods);
```

## Parameters

| param | type | description |
| ----- | ---- | ----------- |
| `lookbackPeriods` | *`int`* | Lookback period (`N`) for the stochastic.  Must be greater than 0.  Default is 13. |
| `firstSmoothPeriods` | *`int`* | First smoothing factor lookback.  Must be greater than 0.  Default is 25. |
| `secondSmoothPeriods` | *`int`* | Second smoothing factor lookback.  Must be greater than 0.  Default is 2. |
| `signalPeriods` | *`int`* | EMA of SMI lookback periods.  Must be greater than 0. Default is 3. |

### Historical price bars requirements

You must have at least `N+100` periods of `bars` to cover the [warmup and convergence](https://github.com/facioquo/stock-indicators-dotnet/discussions/688) periods.

`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.

## Response

```csharp
IReadOnlyList<SmiResult>
```

* 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 `N-1` periods will have `null` SMI values since there's not enough data to calculate.

> [!WARNING]
> **🚩 ⚞ Convergence warning**
>
> The first `N+100` periods will have decreasing magnitude, convergence-related precision errors that can be as high as ~5% deviation in indicator values for earlier periods.

### `SmiResult`

| property | type | description |
| -------- | ---- | ----------- |
| `Timestamp` | *`DateTime`* | Date from evaluated `TBar` |
| `Smi` | *`double`* | Stochastic Momentum Index (SMI) |
| `Signal` | *`double`* | Signal line: an Exponential Moving Average (EMA) of SMI |

### Utilities

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

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

## Chaining

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

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

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

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

## Streaming

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

```csharp
SmiList smiList = new(lookbackPeriods, firstSmoothPeriods,
                 secondSmoothPeriods, signalPeriods);

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

// based on `ICollection<SmiResult>`
IReadOnlyList<SmiResult> results = smiList;
```

Subscribe to a `BarHub` for advanced streaming scenarios:

```csharp
BarHub barHub = new();
SmiHub observer = barHub.ToSmiHub(lookbackPeriods, firstSmoothPeriods,
                 secondSmoothPeriods, signalPeriods);

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

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

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