stock indicatorsfor .NET

Stochastic Momentum Index (SMI) ​

Created by William Blau, the Stochastic Momentum Index (SMI) oscillator is a double-smoothed variant of the Stochastic Oscillator, depicted on a scale from -100 to 100. [Discuss] 💬

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csharp
// C# usage syntax (standard)
IReadOnlyList<SmiResult> results =
  bars.ToSmi(lookbackPeriods, firstSmoothPeriods,
                 secondSmoothPeriods, signalPeriods);

Parameters ​

paramdescription
lookbackPeriods
int		Lookback period (N) for the stochastic. Must be greater than 0. Default is 13.
firstSmoothPeriods
int		First smoothing factor lookback. Must be greater than 0. Default is 25.
secondSmoothPeriods
int		Second smoothing factor lookback. Must be greater than 0. Default is 2.
signalPeriods
int		EMA of SMI lookback periods. Must be greater than 0. Default is 3.

Historical price bars requirements ​

You must have at least N+100 periods of bars to cover the warmup and convergence periods.

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<SmiResult>
  • 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 N-1 periods will have null SMI values since there's not enough data to calculate.

🚩 ⚞ Convergence warning

The first N+100 periods will have decreasing magnitude, convergence-related precision errors that can be as high as ~5% deviation in indicator values for earlier periods.

SmiResult ​

propertydescription
Timestamp
DateTime		Date from evaluated TBar
Smi
double?		Stochastic Momentum Index (SMI)
Signal
double?		Signal line: an Exponential Moving Average (EMA) of SMI

Utilities ​

See Utilities and helpers for more information.

Chaining ​

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

csharp
// example
var results = bars
    .ToSmi(..)
    .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
SmiList smiList = new(lookbackPeriods, firstSmoothPeriods,
                 secondSmoothPeriods, signalPeriods);

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

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

Subscribe to a BarHub for advanced streaming scenarios:

csharp
BarHub barHub = new();
SmiHub observer = barHub.ToSmiHub(lookbackPeriods, firstSmoothPeriods,
                 secondSmoothPeriods, signalPeriods);

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

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

See Buffer lists and Stream hubs for full usage guides.