---
url: /indicators/ultimate.md
description: >-
  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.
package: FacioQuo.Stock.Indicators
docs_version: v3
canonical: https://dotnet.stockindicators.dev/indicators/ultimate
generated: 2026-09-30T04:41:06.055Z
commit: ae1f432eaa0b03ae9f39e032c69434b557efa4a2
---

# Ultimate Oscillator

Created by Larry Williams, the [Ultimate Oscillator](https://en.wikipedia.org/wiki/Ultimate_oscillator) uses several moving averages to weigh buying power against true range price to produce an oversold / overbought oscillator.
[\[Discuss\] 💬](https://github.com/facioquo/stock-indicators-dotnet/discussions/231 "Community discussion about this indicator")

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

## Parameters

| param | type | description |
| ----- | ---- | ----------- |
| `shortPeriods` | *`int`* | Number of periods (`S`) in the short lookback.  Must be greater than 0.  Default is 7. |
| `middlePeriods` | *`int`* | Number of periods (`M`) in the middle lookback.  Must be greater than `S`.  Default is 14. |
| `longPeriods` | *`int`* | Number 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](/guide/getting-started.md#historical-bars) 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`

| property | type | description |
| -------- | ---- | ----------- |
| `Timestamp` | *`DateTime`* | Date from evaluated `TBar` |
| `Ultimate` | *`double`* | Ultimate Oscillator |

### 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 `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](/guide/chaining.md) 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](/guide/styles/buffer.md) and [Stream hubs](/guide/styles/stream.md) for full usage guides.