---
url: /indicators/ma-envelopes.md
description: >-
  Moving Average Envelopes is a price band channel overlay that is offset from
  the moving average of price.
package: FacioQuo.Stock.Indicators
docs_version: v3
canonical: https://dotnet.stockindicators.dev/indicators/ma-envelopes
generated: 2026-10-15T06:15:05.027Z
commit: 4044e66ee11c1611f024b18d0096806706a00c9d
---

# Moving Average Envelopes

[Moving Average Envelopes](https://en.wikipedia.org/wiki/Moving_average_envelope) is a price band channel overlay that is offset from the moving average of price.
[\[Discuss\] 💬](https://github.com/facioquo/stock-indicators-dotnet/discussions/288 "Community discussion about this indicator")

```csharp
// C# usage syntax
IReadOnlyList<MaEnvelopeResult> results =
  bars.ToMaEnvelopes(lookbackPeriods, percentOffset, movingAverageType);
```

## Parameters

| param | description |
| ----- | ----------- |
| `lookbackPeriods`*`int`* | Number of periods (`N`) in the moving average.  Must be greater than 1. |
| `percentOffset`*`double`* | Percent offset for envelope width.  Example: 3.5% would be entered as 3.5 (not 0.035).  Must be greater than 0.  Typical values range from 2 to 10.  Default is 2.5. |
| `movingAverageType`*`MaType`* | Type of moving average (e.g. SMA, EMA, HMA).  See [`MaType` enum options](#matype-enum-options) below.  Default is `MaType.SMA`. |

### Historical price bars requirements

`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.

Detailed `bars` requirements for each of the [`MaType` enum options](#matype-enum-options) types can be found at the links in the following table.

### `MaType` enum options

These are the supported moving average types:

| enum value    | moving average                                        |
| ------------- | ----------------------------------------------------- |
| `MaType.ALMA` | [Arnaud Legoux Moving Average](/indicators/alma.md)      |
| `MaType.DEMA` | [Double Exponential Moving Average](/indicators/dema.md) |
| `MaType.EPMA` | [Endpoint Moving Average](/indicators/epma.md)           |
| `MaType.EMA`  | [Exponential Moving Average](/indicators/ema.md)         |
| `MaType.HMA`  | [Hull Moving Average](/indicators/hma.md)                |
| `MaType.SMA`  | [Simple Moving Average](/indicators/sma.md) (default)    |
| `MaType.SMMA` | [Smoothed Moving Average](/indicators/smma.md)           |
| `MaType.TEMA` | [Triple Exponential Moving Average](/indicators/tema.md) |
| `MaType.WMA`  | [Weighted Moving Average](/indicators/wma.md)            |

> [!WARNING]
> **🚩 ALMA parameters**
>
> For ALMA, default values are used for `offset` and `sigma`.

## Response

```csharp
IReadOnlyList<MaEnvelopeResult>
```

* 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 periods will have `null` values since there's not enough data to calculate; the quantity will vary based on the `movingAverageType` specified.

> [!WARNING]
> **🚩 ⚞ Convergence warning**
>
> Some moving average variants have decreasing magnitude, convergence-related precision errors that can be as high as ~5% deviation in indicator values for earlier periods.  See the [`MaType` enum options](#matype-enum-options) section above for more information.

### `MaEnvelopeResult`

| property | description |
| ----- | ----------- |
| `Timestamp`*`DateTime`* | Date from evaluated `TBar` |
| `Centerline`*`double?`* | Moving average |
| `UpperEnvelope`*`double?`* | Upper envelope band |
| `LowerEnvelope`*`double?`* | Lower envelope band |

The moving average `Centerline` is based on the `movingAverageType` type specified.

### Utilities

* [.Condense()](/utilities/results.md#condense)
* [.Find(lookupDate)](/utilities/results.md#find-by-date)
* [.RemoveWarmupPeriods(removePeriods)](/utilities/results.md#remove-warmup-periods)

See [Utilities and helpers](/utilities.md) for more information.

## Chaining

This indicator may be generated from any chain-enabled indicator or method.

```csharp
// example
var results = bars
    .Use(CandlePart.HLC3)
    .ToMaEnvelopes(..);
```

Results **cannot** be further chained with additional transforms.

See [Chaining indicators](/guide/chaining.md) for more.

## Streaming

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

```csharp
MaEnvelopesList maEnvList = new(lookbackPeriods, percentOffset, movingAverageType);

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

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

Subscribe to a `BarHub` for advanced streaming scenarios:

```csharp
BarHub barHub = new();
MaEnvelopesHub observer = barHub.ToMaEnvelopesHub(lookbackPeriods, percentOffset, movingAverageType);

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

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

See [Buffer lists](/guide/styles/buffer.md) and [Stream hubs](/guide/styles/stream.md) for full usage guides.