stock indicatorsfor .NET

Price Momentum Oscillator (PMO) ​

Created by Carl Swenlin, the DecisionPoint Price Momentum Oscillator is double-smoothed momentum indicator based on Rate of Change (ROC). [Discuss] 💬

Loading chart data...
csharp
// C# usage syntax
IReadOnlyList<PmoResult> results =
  bars.ToPmo(timePeriods, smoothPeriods, signalPeriods);

Parameters ​

paramdescription
timePeriods
int		Number of periods (T) for first ROC smoothing. Must be greater than 1. Default is 35.
smoothPeriods
int		Number of periods (S) for second PMO smoothing. Must be greater than 0. Default is 20.
signalPeriods
int		Number of periods (G) for Signal line EMA. Must be greater than 0. Default is 10.

Historical price bars requirements ​

You must have at least N periods of bars, where N is the greater of T+S, 2×T, or T+100 to cover the warmup and convergence periods. Since this uses multiple smoothing operations, we recommend you use at least N+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<PmoResult>
  • 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 T+S-1 periods will have null values for PMO since there's not enough data to calculate.

🚩 ⚞ Convergence warning

The first T+S+250 periods will have decreasing magnitude, convergence-related precision errors that can be as high as ~5% deviation in indicator values for earlier periods.

PmoResult ​

propertydescription
Timestamp
DateTime		Date from evaluated TBar
Pmo
double?		Price Momentum Oscillator
Signal
double?		Signal line is EMA of PMO

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)
    .ToPmo(..);

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

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

See Chaining indicators for more.

Streaming ​

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

csharp
PmoList pmoList = new(timePeriods, smoothPeriods, signalPeriods);

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

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

Subscribe to a BarHub for advanced streaming scenarios:

csharp
BarHub barHub = new();
PmoHub observer = barHub.ToPmoHub(timePeriods, smoothPeriods, signalPeriods);

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

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

See Buffer lists and Stream hubs for full usage guides.