stock indicatorsfor .NET

Ultimate Oscillator ​

Created by Larry Williams, the Ultimate Oscillator uses several moving averages to weigh buying power against true range price to produce an oversold / overbought oscillator. [Discuss] 💬

csharp
// C# usage syntax
IReadOnlyList<UltimateResult> results =
  bars.ToUltimate(shortPeriods, middlePeriods, longPeriods);

Parameters ​

paramtypedescription
shortPeriodsintNumber of periods (S) in the short lookback. Must be greater than 0. Default is 7.
middlePeriodsintNumber of periods (M) in the middle lookback. Must be greater than S. Default is 14.
longPeriodsintNumber of periods (L) in the long lookback. Must be greater than M. Default is 28.

Historical price bars requirements ​

You must have at least L+1 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<UltimateResult>
  • 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 Ultimate values since there's not enough data to calculate.

UltimateResult ​

propertytypedescription
TimestampDateTimeDate from evaluated TBar
UltimatedoubleUltimate Oscillator

Utilities ​

See Utilities and helpers for more information.

Chaining ​

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

csharp
// example
var results = bars
    .ToUltimate(..)
    .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
UltimateList ultimateList = new(shortPeriods, middlePeriods, longPeriods);

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

// based on `ICollection<UltimateResult>`
IReadOnlyList<UltimateResult> results = ultimateList;

Subscribe to a BarHub for advanced streaming scenarios:

csharp
BarHub barHub = new();
UltimateHub observer = barHub.ToUltimateHub(shortPeriods, middlePeriods, longPeriods);

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

IReadOnlyList<UltimateResult> results = observer.Results;

See Buffer lists and Stream hubs for full usage guides.