stock indicatorsfor .NET

Ultimate Oscillator ​

Created by Larry Williams, the Ultimate Oscillator uses several moving averages to weigh buying power against true range price to produce an oversold / overbought oscillator. [Discuss] 💬

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csharp
// C# usage syntax
IReadOnlyList<UltimateResult> results =
  bars.ToUltimate(shortPeriods, middlePeriods, longPeriods);

Parameters ​

paramdescription
shortPeriods
int		Number of periods (S) in the short lookback. Must be greater than 0. Default is 7.
middlePeriods
int		Number of periods (M) in the middle lookback. Must be greater than S. Default is 14.
longPeriods
int		Number of periods (L) in the long lookback. Must be greater than M. Default is 28.

Historical price bars requirements ​

You must have at least L+1 periods of bars to cover the warmup 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<UltimateResult>
  • 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 L-1 periods will have null Ultimate values since there's not enough data to calculate.

UltimateResult ​

propertydescription
Timestamp
DateTime		Date from evaluated TBar
Ultimate
double?		Ultimate Oscillator

Utilities ​

See Utilities and helpers for more information.

Chaining ​

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

csharp
// example
var results = bars
    .ToUltimate(..)
    .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
UltimateList ultimateList = new(shortPeriods, middlePeriods, longPeriods);

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

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

Subscribe to a BarHub for advanced streaming scenarios:

csharp
BarHub barHub = new();
UltimateHub observer = barHub.ToUltimateHub(shortPeriods, middlePeriods, longPeriods);

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

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

See Buffer lists and Stream hubs for full usage guides.