stock indicatorsfor .NET

McGinley Dynamic ​

Created by John R. McGinley, the McGinley Dynamic is a more responsive variant of exponential moving average. [Discuss] 💬

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csharp
// C# usage syntax (with Close price)
IReadOnlyList<DynamicResult> results =
  bars.ToDynamic(lookbackPeriods, kFactor);

Parameters ​

paramdescription
lookbackPeriods
int		Number of periods (N) in the moving average. Must be greater than 0.
kFactor
double		Optional. Range adjustment factor (K). Must be greater than 0. Default is 0.6

Historical price bars requirements ​

You must have at least 2 periods of bars, to cover the warmup and convergence periods. Since this uses a smoothing technique, we recommend you use at least 4×N 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.

Pro tips ​

Use a kFactor value of 1 if you do not want to adjust the N value.

McGinley suggests that using a K value of 60% (0.6) allows you to use a N equivalent to other moving averages. For example, DYNAMIC(20,0.6) is comparable to EMA(20); conversely, DYNAMIC(20,1) uses the raw 1:1 N value and is not equivalent.

Response ​

csharp
IReadOnlyList<DynamicResult>
  • 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 period will have a null value since there's not enough data to calculate.

🚩 ⚞ Convergence warning

The first 4×N periods will have decreasing magnitude, convergence-related precision errors that can be as high as ~5% deviation in indicator values for earlier periods.

DynamicResult ​

propertydescription
Timestamp
DateTime		Date from evaluated TBar
Dynamic
double?		McGinley Dynamic

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)
    .ToDynamic(..);

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

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

See Chaining indicators for more.

Streaming ​

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

csharp
DynamicList dynamicList = new(lookbackPeriods, kFactor);

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

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

Subscribe to a BarHub for advanced streaming scenarios:

csharp
BarHub barHub = new();
DynamicHub observer = barHub.ToDynamicHub(lookbackPeriods, kFactor);

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

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

See Buffer lists and Stream hubs for full usage guides.