stock indicatorsfor .NET

Stochastic Oscillator ​

Created by George Lane, the Stochastic Oscillator, also known as KDJ Index, is a momentum oscillator that compares current price with recent highs and lows and is presented on a scale of 0 to 100. [Discuss] 💬

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csharp
// C# usage syntax (standard)
IReadOnlyList<StochResult> results =
  bars.ToStoch(lookbackPeriods, signalPeriods, smoothPeriods);

// advanced customization
IReadOnlyList<StochResult> results =
  bars.ToStoch(lookbackPeriods, signalPeriods, smoothPeriods,
                  kFactor, dFactor, movingAverageType);

Parameters ​

paramdescription
lookbackPeriods
int		Lookback period (N) for the oscillator (%K). Must be greater than 0. Default is 14.
signalPeriods
int		Smoothing period for the signal (%D). Must be greater than 0. Default is 3.
smoothPeriods
int		Smoothing period (S) for the Oscillator (%K). "Slow" stochastic uses 3, "Fast" stochastic uses 1. Must be greater than 0. Default is 3.
kFactor
double		Optional. Weight of %K in the %J calculation. Must be greater than 0. Default is 3.
dFactor
double		Optional. Weight of %D in the %J calculation. Must be greater than 0. Default is 2.
movingAverageType
MaType		Optional. Type of moving average (SMA or SMMA) used for smoothing. See MaType enum options below. Default is MaType.SMA.

Historical price bars requirements ​

You must have at least N+S 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.

MaType enum options ​

These are the supported moving average types:

enum valuemoving average
MaType.SMASimple Moving Average (default)
MaType.SMMASmoothed Moving Average

Response ​

csharp
IReadOnlyList<StochResult>
  • 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+S-2 periods will have null Oscillator 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 when using MaType.SMMA. Standard use of MaType.SMA does not have convergence-related precision errors.

StochResult ​

propertydescription
Timestamp
DateTime		Date from evaluated TBar
Oscillator or K
double?		%K Oscillator
Signal or D
double?		%D Simple moving average of Oscillator
PercentJ or J
double?		%J is the weighted divergence of %K and %D: %J = kFactor × %K - dFactor × %D

Note: aliases of K, D, and J are also provided. They can be used interchangeably with the standard outputs.

Utilities ​

See Utilities and helpers for more information.

Chaining ​

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

csharp
// example
var results = bars
    .ToStoch(..)
    .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
StochList stochList = new(lookbackPeriods, signalPeriods, smoothPeriods);

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

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

Subscribe to a BarHub for advanced streaming scenarios:

csharp
BarHub barHub = new();
StochHub observer = barHub.ToStochHub(lookbackPeriods, signalPeriods, smoothPeriods);

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

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

See Buffer lists and Stream hubs for full usage guides.