Ultimate Oscillator (ULTOSC)

Summary

Ultimate Oscillator: momentum indicator combining buying-pressure/true-range ratios over three time periods into one 0-100 weighted average. Blends short-, medium-, and long-term momentum to damp single-period noise. Ranges 0-100; conventionally >70 overbought, <30 oversold.

Chart

Reference data (CSV) · Chart (SVG)

Chart metadata i

Outputs

• outReal: line · zero · positive · levels: 30, 70

Formula

trueLow = min(low, prevClose); BP = close - trueLow TR = max(high-low, |prevClose-high|, |prevClose-low|) avg_n = (sum BP over n bars) / (sum TR over n bars) ULTOSC = 100 * (4avg_short + 2avg_mid + avg_long) / 7

Notes

• The three periods are sorted internally, so the 4/2/1 weighting always applies to the shortest, middle, and longest period regardless of the order in which you pass them.

Inputs

• inHigh — High price of each bar
• inLow — Low price of each bar
• inClose — Close price of each bar

Outputs

• outReal — Ultimate Oscillator value

Parameters

Parameter	Type	Default	Accepted values	Description
optInTimePeriod1	integer	7	1–100000	Bars for one averaging window
optInTimePeriod2	integer	14	1–100000	Bars for another averaging window
optInTimePeriod3	integer	28	1–100000	Bars for another averaging window

Properties

Numerical Stability: Start-Independent

☐ Overlap Input
✅ Independent Y-Axis i
☐ Candlestick
☐ Display Shift

☐ Can Output NaN or ±Inf
☐ Identity at Period 1
☐ Uses Transcendental
☐ Input Must Be Positive

Example

C

#include <stdio.h>
#include <ta_libc.h>

int n = 252;
double high[252]; /* your data, oldest first */
double low[252]; /* your data, oldest first */
double close[252]; /* your data, oldest first */
double out[252];
int outBegIdx, outNBElement;

TA_Initialize();
TA_ULTOSC( 0, n - 1, high, low, close, 7, 14, 28, &outBegIdx, &outNBElement, out );
printf( "%d values from bar %d; last out = %f\n", outNBElement, outBegIdx, out[outNBElement - 1] );

Rust

use ta_lib::Core;

let high = vec![0.0; 252]; // your data, oldest first
let low = vec![0.0; 252]; // your data, oldest first
let close = vec![0.0; 252]; // your data, oldest first
let mut out = vec![0.0; 252];

let core = Core::new();
let range = core.ultosc(0, high.len() - 1, &high, &low, &close, 7, 14, 28, &mut out)?;
println!("{} values from bar {}; last out = {}", range.count, range.beg_idx, out[range.count - 1]);

Java

import io.github.talib.Core;
import io.github.talib.OutRange;

double[] high = new double[252]; // your data, oldest first
double[] low = new double[252]; // your data, oldest first
double[] close = new double[252]; // your data, oldest first
double[] out = new double[252];

Core core = Core.DEFAULT;
OutRange r = core.ultosc(0, high.length - 1, high, low, close, 7, 14, 28, out);
System.out.println(r.count() + " values from bar " + r.begIdx() + "; last out = " + out[r.count() - 1]);

C#

using System;
using TALib;

var high = new double[252]; // your data, oldest first
var low = new double[252]; // your data, oldest first
var close = new double[252]; // your data, oldest first
var outReal = new double[252];

var core = Core.Default;
OutRange r = core.Ultosc(0, high.Length - 1, high, low, close, 7, 14, 28, outReal);
Console.WriteLine($"{r.Count} values from bar {r.BegIdx}; last outReal = {outReal[r.Count - 1]}");

TypeScript

import { ultosc } from 'ta-lib';

const high = new Float64Array(252); // your data, oldest first
const low = new Float64Array(252); // your data, oldest first
const close = new Float64Array(252); // your data, oldest first

const { begIdx, values } = ultosc({ high, low, close }, {
  timePeriod1: 7,
  timePeriod2: 14,
  timePeriod3: 28,
});
console.log(values.length + ' values from bar ' + begIdx + '; last values = ' + values[values.length - 1]);

Implementation

Added in 0.4.0.

TA-Lib Definition: ultosc.c · ultosc.yaml

Native	File
C	ta_ULTOSC.c
Rust	ultosc.rs
Java	Core_ULTOSC.java
C#	Core_ULTOSC.cs
TypeScript	ultosc.ts

Python: talib.ULTOSC, see ta-lib-python.

TA-Lib is also available for R and more using a wrapper.

Aliases

Ultimate Oscillator, UO

See Also

ATR · TRANGE · RSI

References

• Larry Williams, The Ultimate Oscillator, Technical Analysis of Stocks & Commodities, V.3:4 (1985)