stock indicatorsfor .NET

Chaikin Oscillator ​

Created by Marc Chaikin, the Chaikin Oscillator is the difference between fast and slow Exponential Moving Averages (EMA) of the Accumulation/Distribution Line (ADL). [Discuss] 💬

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csharp
// C# usage syntax
IReadOnlyList<ChaikinOscResult> results =
  bars.ToChaikinOsc(fastPeriods, slowPeriods);

Parameters ​

paramdescription
fastPeriods
int		Number of periods (F) in the ADL fast EMA. Must be greater than 0 and smaller than S. Default is 3.
slowPeriods
int		Number of periods (S) in the ADL slow EMA. Must be greater than F. Default is 10.

Historical price bars requirements ​

You must have at least 2×S or S+100 periods of bars, whichever is more, to cover the warmup and convergence periods. Since this uses a smoothing technique, we recommend you use at least S+250 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<ChaikinOscResult>
  • 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 S-1 periods will have null values for Oscillator since there's not enough data to calculate.

🚩 ⚞ Convergence warning

The first S+100 periods will have decreasing magnitude, convergence-related precision errors that can be as high as ~5% deviation in indicator values for earlier periods.

ChaikinOscResult ​

propertydescription
Timestamp
DateTime		Date from evaluated TBar
MoneyFlowMultiplier
double?		Money Flow Multiplier
MoneyFlowVolume
double?		Money Flow Volume
Adl
double?		Accumulation Distribution Line (ADL)
Oscillator
double?		Chaikin Oscillator
FastEma
double?		Fast EMA of the ADL
SlowEma
double?		Slow EMA of the ADL

🚩 Relative values only

Absolute values in MFV, ADL, FastEma, SlowEma, and Oscillator are somewhat meaningless. Use with caution.

Utilities ​

See Utilities and helpers for more information.

Chaining ​

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

csharp
// example
var results = bars
    .ToChaikinOsc(..)
    .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
ChaikinOscList chaikinOscList = new(fastPeriods, slowPeriods);

// call from your WebSocket or SSE message handler
void OnBarReceived(IBar bar) => chaikinOscList.Add(bar);

// based on `ICollection<ChaikinOscResult>`; fills as the handler runs
IReadOnlyList<ChaikinOscResult> results = chaikinOscList;

Subscribe to a BarHub for advanced streaming scenarios:

csharp
BarHub barHub = new();
ChaikinOscHub observer = barHub.ToChaikinOscHub(fastPeriods, slowPeriods);

// call from your WebSocket or SSE message handler
void OnBarReceived(IBar bar) => barHub.Add(bar);

// results fill as the handler runs
IReadOnlyList<ChaikinOscResult> results = observer.Results;

See Buffer lists and Stream hubs for full usage guides.