stock indicatorsfor .NET

Ulcer Index (UI) ​

Created by Peter Martin, the Ulcer Index is a measure of downside price volatility over a lookback window. Often called the "heart attack" score, it measures the amount of pain seen from drawdowns in financial market prices and portfolio value. [Discuss] 💬

csharp
// C# usage syntax
IReadOnlyList<UlcerIndexResult> results =
  bars.ToUlcerIndex(lookbackPeriods);

Parameters ​

paramtypedescription
lookbackPeriodsintNumber of periods (N) for review. Must be greater than 0. Default is 14.

Historical price bars requirements ​

You must have at least N periods of bars to cover the warmup periods.

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<UlcerIndexResult>
  • 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 values since there's not enough data to calculate.

UlcerIndexResult ​

propertytypedescription
TimestampDateTimeDate from evaluated TBar
UlcerIndexdoubleUlcer Index

Utilities ​

See Utilities and helpers for more information.

Chaining ​

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

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

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

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

See Chaining indicators for more.

Streaming ​

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

csharp
UlcerIndexList ulcerIndexList = new(lookbackPeriods);

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

// based on `ICollection<UlcerIndexResult>`
IReadOnlyList<UlcerIndexResult> results = ulcerIndexList;

Subscribe to a BarHub for advanced streaming scenarios:

csharp
BarHub barHub = new();
UlcerIndexHub observer = barHub.ToUlcerIndexHub(lookbackPeriods);

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

IReadOnlyList<UlcerIndexResult> results = observer.Results;

See Buffer lists and Stream hubs for full usage guides.