stock indicatorsfor .NET

Klinger Volume Oscillator ​

Created by Stephen Klinger, the Klinger Volume Oscillator depicts volume-based trend reversal and divergence between short and long-term money flow. [Discuss] 💬

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csharp
// C# usage syntax
IReadOnlyList<KvoResult> results =
  bars.ToKvo(fastPeriods, slowPeriods, signalPeriods);

Parameters ​

paramdescription
fastPeriods
int		Number of lookback periods (F) for the short-term EMA. Must be greater than 2. Default is 34.
slowPeriods
int		Number of lookback periods (L) for the long-term EMA. Must be greater than F. Default is 55.
signalPeriods
int		Number of lookback periods for the signal line. Must be greater than 0. Default is 13.

Historical price bars requirements ​

You must have at least L+100 periods of bars to cover the warmup and convergence periods. Since this uses a smoothing technique, we recommend you use at least L+150 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<KvoResult>
  • 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 values since there's not enough data to calculate.

🚩 ⚞ Convergence warning

The first L+150 periods will have decreasing magnitude, convergence-related precision errors that can be as high as ~5% deviation in indicator values for earlier periods.

KvoResult ​

propertydescription
Timestamp
DateTime		Date from evaluated TBar
Oscillator
double?		Klinger Oscillator
Signal
double?		EMA of Klinger Oscillator (signal line)

Utilities ​

See Utilities and helpers for more information.

Chaining ​

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

csharp
// example
var results = bars
    .ToKvo(..)
    .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
KvoList kvoList = new(34, 55, 13);

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

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

Subscribe to a BarHub for advanced streaming scenarios:

csharp
BarHub barHub = new();
KvoHub observer = barHub.ToKvoHub(34, 55, 13);

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

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

See Buffer lists and Stream hubs for full usage guides.