stock indicatorsfor .NET

Percentage Volume Oscillator (PVO) ​

The Percentage Volume Oscillator is a simple oscillator view of the rate of change between two converging / diverging exponential moving averages of Volume. [Discuss] 💬

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

Parameters ​

paramdescription
fastPeriods
int		Number of periods (F) for the faster moving average. Must be greater than 0. Default is 12.
slowPeriods
int		Number of periods (S) for the slower moving average. Must be greater than fastPeriods. Default is 26.
signalPeriods
int		Number of periods (P) for the moving average of PVO. Must be greater than 0. Default is 9.

Historical price bars requirements ​

You must have at least 2×(S+P) or S+P+100 worth 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+P+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<PvoResult>
  • 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 slow periods will have null values since there's not enough data to calculate.

🚩 ⚞ Convergence warning

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

PvoResult ​

propertydescription
Timestamp
DateTime		Date from evaluated TBar
Pvo
double?		Normalized difference between two Volume moving averages
Signal
double?		Moving average of the Pvo line
Histogram
double?		Gap between the Pvo and Signal line

Utilities ​

See Utilities and helpers for more information.

Chaining ​

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

csharp
// example
var results = bars
    .ToPvo(..)
    .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
PvoList pvoList = new(fastPeriods, slowPeriods, signalPeriods);

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

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

Subscribe to a BarHub for advanced streaming scenarios:

csharp
BarHub barHub = new();
PvoHub observer = barHub.ToPvoHub(fastPeriods, slowPeriods, signalPeriods);

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

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

See Buffer lists and Stream hubs for full usage guides.