diff --git a/.github/workflows/Publish.yml b/.github/workflows/Publish.yml
index 93ef98f8..417a6093 100644
--- a/.github/workflows/Publish.yml
+++ b/.github/workflows/Publish.yml
@@ -252,6 +252,7 @@ jobs:
       (github.event_name == 'push' && (github.ref == 'refs/heads/main' || github.ref == 'refs/heads/dev')) ||
       github.event_name == 'workflow_dispatch'
     runs-on: ubuntu-latest
+
     steps:
       - name: Checkout repository
         uses: actions/checkout@v4
@@ -324,15 +325,9 @@ jobs:
         env:
           GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }}
         run: |
-<<<<<<<
-          gh release create v${{ github.sha }} \
-            --title "Release from commit ${{ github.sha }}" \
-            --notes "Release notes for this version." \
-=======
           gh release create v${{ steps.gitversion.outputs.MajorMinorPatch }} \
             --title "Release from commit ${{ steps.gitversion.outputs.MajorMinorPatch }}" \
             --notes "Release notes for this version." \
->>>>>>>
             quantower/Averages/bin/Release/Averages.dll \
             quantower/Statistics/bin/Release/Statistics.dll \
             quantower/Volatility/bin/Release/Volatility.dll \
diff --git a/Tests/test_eventing.cs b/Tests/test_eventing.cs
index d997b81b..5406876e 100644
--- a/Tests/test_eventing.cs
+++ b/Tests/test_eventing.cs
@@ -113,7 +113,8 @@ public class EventingTests
             // Volatility indicators (bar-based)
             ("Atr", new Atr(14), new Atr(barInput, 14)),
             // Oscillators (bar-based)
-            ("Chop", new Chop(14), new Chop(barInput, 14))
+            ("Chop", new Chop(14), new Chop(barInput, 14)),
+            ("Dosc", new Dosc(), new Dosc(barInput))
         };
 
         // Generate 200 random values and feed them to indicators
diff --git a/Tests/test_updates_oscillators.cs b/Tests/test_updates_oscillators.cs
index cbc20ec1..c1630815 100644
--- a/Tests/test_updates_oscillators.cs
+++ b/Tests/test_updates_oscillators.cs
@@ -1,308 +1,324 @@
-using Xunit;
-using System.Security.Cryptography;
-
-namespace QuanTAlib.Tests;
-
-public class OscillatorsUpdateTests
-{
-    private readonly RandomNumberGenerator rng = RandomNumberGenerator.Create();
-    private const int RandomUpdates = 100;
-    private const double ReferenceValue = 100.0;
-    private const int precision = 8;
-
-    private double GetRandomDouble()
-    {
-        byte[] bytes = new byte[8];
-        rng.GetBytes(bytes);
-        return ((double)BitConverter.ToUInt64(bytes, 0) / ulong.MaxValue * 200) - 100; // Range: -100 to 100
-    }
-
-    private TBar GetRandomBar(bool IsNew)
-    {
-        double open = GetRandomDouble();
-        double high = open + Math.Abs(GetRandomDouble());
-        double low = open - Math.Abs(GetRandomDouble());
-        double close = low + ((high - low) * GetRandomDouble());
-        return new TBar(DateTime.Now, open, high, low, close, 1000, IsNew);
-    }
-
-    [Fact]
-    public void Rsi_Update()
-    {
-        var indicator = new Rsi(period: 14);
-        double initialValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: true));
-
-        for (int i = 0; i < RandomUpdates; i++)
-        {
-            indicator.Calc(new TValue(DateTime.Now, GetRandomDouble(), IsNew: false));
-        }
-        double finalValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: false));
-
-        Assert.Equal(initialValue, finalValue, precision);
-    }
-
-    [Fact]
-    public void Rsx_Update()
-    {
-        var indicator = new Rsx(period: 14);
-        double initialValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: true));
-
-        for (int i = 0; i < RandomUpdates; i++)
-        {
-            indicator.Calc(new TValue(DateTime.Now, GetRandomDouble(), IsNew: false));
-        }
-        double finalValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: false));
-
-        Assert.Equal(initialValue, finalValue, precision);
-    }
-
-    [Fact]
-    public void Cmo_Update()
-    {
-        var indicator = new Cmo(period: 14);
-        double initialValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: true));
-
-        for (int i = 0; i < RandomUpdates; i++)
-        {
-            indicator.Calc(new TValue(DateTime.Now, GetRandomDouble(), IsNew: false));
-        }
-        double finalValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: false));
-
-        Assert.Equal(initialValue, finalValue, precision);
-    }
-
-    [Fact]
-    public void Ao_Update()
-    {
-        var indicator = new Ao();
-        TBar r = GetRandomBar(true);
-        double initialValue = indicator.Calc(r);
-
-        for (int i = 0; i < RandomUpdates; i++)
-        {
-            indicator.Calc(GetRandomBar(IsNew: false));
-        }
-        double finalValue = indicator.Calc(new TBar(r.Time, r.Open, r.High, r.Low, r.Close, r.Volume, IsNew: false));
-
-        Assert.Equal(initialValue, finalValue, precision);
-    }
-
-    [Fact]
-    public void Ac_Update()
-    {
-        var indicator = new Ac();
-        TBar r = GetRandomBar(true);
-        double initialValue = indicator.Calc(r);
-
-        for (int i = 0; i < RandomUpdates; i++)
-        {
-            indicator.Calc(GetRandomBar(IsNew: false));
-        }
-        double finalValue = indicator.Calc(new TBar(r.Time, r.Open, r.High, r.Low, r.Close, r.Volume, IsNew: false));
-
-        Assert.Equal(initialValue, finalValue, precision);
-    }
-
-    [Fact]
-    public void Aroon_Update()
-    {
-        var indicator = new Aroon(period: 25);
-        TBar r = GetRandomBar(true);
-        double initialValue = indicator.Calc(r);
-
-        for (int i = 0; i < RandomUpdates; i++)
-        {
-            indicator.Calc(GetRandomBar(IsNew: false));
-        }
-        double finalValue = indicator.Calc(new TBar(r.Time, r.Open, r.High, r.Low, r.Close, r.Volume, IsNew: false));
-
-        Assert.Equal(initialValue, finalValue, precision);
-    }
-
-    [Fact]
-    public void Bop_Update()
-    {
-        var indicator = new Bop();
-        TBar r = GetRandomBar(true);
-        double initialValue = indicator.Calc(r);
-
-        for (int i = 0; i < RandomUpdates; i++)
-        {
-            indicator.Calc(GetRandomBar(IsNew: false));
-        }
-        double finalValue = indicator.Calc(new TBar(r.Time, r.Open, r.High, r.Low, r.Close, r.Volume, IsNew: false));
-
-        Assert.Equal(initialValue, finalValue, precision);
-    }
-
-    [Fact]
-    public void Cci_Update()
-    {
-        var indicator = new Cci(period: 20);
-        TBar r = GetRandomBar(true);
-        double initialValue = indicator.Calc(r);
-
-        for (int i = 0; i < RandomUpdates; i++)
-        {
-            indicator.Calc(GetRandomBar(IsNew: false));
-        }
-        double finalValue = indicator.Calc(new TBar(r.Time, r.Open, r.High, r.Low, r.Close, r.Volume, IsNew: false));
-
-        Assert.Equal(initialValue, finalValue, precision);
-    }
-
-    [Fact]
-    public void Cfo_Update()
-    {
-        var indicator = new Cfo(period: 14);
-        double initialValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: true));
-
-        for (int i = 0; i < RandomUpdates; i++)
-        {
-            indicator.Calc(new TValue(DateTime.Now, GetRandomDouble(), IsNew: false));
-        }
-        double finalValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: false));
-
-        Assert.Equal(initialValue, finalValue, precision);
-    }
-
-    [Fact]
-    public void Chop_Update()
-    {
-        var indicator = new Chop(period: 14);
-        TBar r = GetRandomBar(true);
-        double initialValue = indicator.Calc(r);
-
-        for (int i = 0; i < RandomUpdates; i++)
-        {
-            indicator.Calc(GetRandomBar(IsNew: false));
-        }
-        double finalValue = indicator.Calc(new TBar(r.Time, r.Open, r.High, r.Low, r.Close, r.Volume, IsNew: false));
-
-        Assert.Equal(initialValue, finalValue, precision);
-    }
-
-    [Fact]
-    public void Cog_Update()
-    {
-        var indicator = new Cog(period: 10);
-        double initialValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: true));
-
-        for (int i = 0; i < RandomUpdates; i++)
-        {
-            indicator.Calc(new TValue(DateTime.Now, GetRandomDouble(), IsNew: false));
-        }
-        double finalValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: false));
-
-        Assert.Equal(initialValue, finalValue, precision);
-    }
-
-    [Fact]
-    public void Smi_Update()
-    {
-        var indicator = new Smi(period: 10, smooth1: 3, smooth2: 3);
-        TBar r = GetRandomBar(true);
-        double initialValue = indicator.Calc(r);
-
-        for (int i = 0; i < RandomUpdates; i++)
-        {
-            indicator.Calc(GetRandomBar(IsNew: false));
-        }
-        double finalValue = indicator.Calc(new TBar(r.Time, r.Open, r.High, r.Low, r.Close, r.Volume, IsNew: false));
-
-        Assert.Equal(initialValue, finalValue, precision);
-    }
-
-    [Fact]
-    public void Srsi_Update()
-    {
-        var indicator = new Srsi(rsiPeriod: 14, stochPeriod: 14, smoothK: 3, smoothD: 3);
-        double initialValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: true));
-
-        for (int i = 0; i < RandomUpdates; i++)
-        {
-            indicator.Calc(new TValue(DateTime.Now, GetRandomDouble(), IsNew: false));
-        }
-        double finalValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: false));
-
-        Assert.Equal(initialValue, finalValue, precision);
-    }
-
-    [Fact]
-    public void Stc_Update()
-    {
-        var indicator = new Stc(cyclePeriod: 10, fastPeriod: 23, slowPeriod: 50);
-        double initialValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: true));
-
-        for (int i = 0; i < RandomUpdates; i++)
-        {
-            indicator.Calc(new TValue(DateTime.Now, GetRandomDouble(), IsNew: false));
-        }
-        double finalValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: false));
-
-        Assert.Equal(initialValue, finalValue, precision);
-    }
-
-    [Fact]
-    public void Stoch_Update()
-    {
-        var indicator = new Stoch(period: 14, smoothK: 3, smoothD: 3);
-        TBar r = GetRandomBar(true);
-        double initialValue = indicator.Calc(r);
-
-        for (int i = 0; i < RandomUpdates; i++)
-        {
-            indicator.Calc(GetRandomBar(IsNew: false));
-        }
-        double finalValue = indicator.Calc(new TBar(r.Time, r.Open, r.High, r.Low, r.Close, r.Volume, IsNew: false));
-
-        Assert.Equal(initialValue, finalValue, precision);
-    }
-
-    [Fact]
-    public void Tsi_Update()
-    {
-        var indicator = new Tsi(firstPeriod: 25, secondPeriod: 13);
-        double initialValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: true));
-
-        for (int i = 0; i < RandomUpdates; i++)
-        {
-            indicator.Calc(new TValue(DateTime.Now, GetRandomDouble(), IsNew: false));
-        }
-        double finalValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: false));
-
-        Assert.Equal(initialValue, finalValue, precision);
-    }
-
-    [Fact]
-    public void Uo_Update()
-    {
-        var indicator = new Uo(period1: 7, period2: 14, period3: 28);
-        TBar r = GetRandomBar(true);
-        double initialValue = indicator.Calc(r);
-
-        for (int i = 0; i < RandomUpdates; i++)
-        {
-            indicator.Calc(GetRandomBar(IsNew: false));
-        }
-        double finalValue = indicator.Calc(new TBar(r.Time, r.Open, r.High, r.Low, r.Close, r.Volume, IsNew: false));
-
-        Assert.Equal(initialValue, finalValue, precision);
-    }
-
-    [Fact]
-    public void Willr_Update()
-    {
-        var indicator = new Willr(period: 14);
-        TBar r = GetRandomBar(true);
-        double initialValue = indicator.Calc(r);
-
-        for (int i = 0; i < RandomUpdates; i++)
-        {
-            indicator.Calc(GetRandomBar(IsNew: false));
-        }
-        double finalValue = indicator.Calc(new TBar(r.Time, r.Open, r.High, r.Low, r.Close, r.Volume, IsNew: false));
-
-        Assert.Equal(initialValue, finalValue, precision);
-    }
-}
+using Xunit;
+using System.Security.Cryptography;
+
+namespace QuanTAlib.Tests;
+
+public class OscillatorsUpdateTests
+{
+    private readonly RandomNumberGenerator rng = RandomNumberGenerator.Create();
+    private const int RandomUpdates = 100;
+    private const double ReferenceValue = 100.0;
+    private const int precision = 8;
+
+    private double GetRandomDouble()
+    {
+        byte[] bytes = new byte[8];
+        rng.GetBytes(bytes);
+        return ((double)BitConverter.ToUInt64(bytes, 0) / ulong.MaxValue * 200) - 100; // Range: -100 to 100
+    }
+
+    private TBar GetRandomBar(bool IsNew)
+    {
+        double open = GetRandomDouble();
+        double high = open + Math.Abs(GetRandomDouble());
+        double low = open - Math.Abs(GetRandomDouble());
+        double close = low + ((high - low) * GetRandomDouble());
+        return new TBar(DateTime.Now, open, high, low, close, 1000, IsNew);
+    }
+
+    [Fact]
+    public void Rsi_Update()
+    {
+        var indicator = new Rsi(period: 14);
+        double initialValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: true));
+
+        for (int i = 0; i < RandomUpdates; i++)
+        {
+            indicator.Calc(new TValue(DateTime.Now, GetRandomDouble(), IsNew: false));
+        }
+        double finalValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: false));
+
+        Assert.Equal(initialValue, finalValue, precision);
+    }
+
+    [Fact]
+    public void Rsx_Update()
+    {
+        var indicator = new Rsx(period: 14);
+        double initialValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: true));
+
+        for (int i = 0; i < RandomUpdates; i++)
+        {
+            indicator.Calc(new TValue(DateTime.Now, GetRandomDouble(), IsNew: false));
+        }
+        double finalValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: false));
+
+        Assert.Equal(initialValue, finalValue, precision);
+    }
+
+    [Fact]
+    public void Cmo_Update()
+    {
+        var indicator = new Cmo(period: 14);
+        double initialValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: true));
+
+        for (int i = 0; i < RandomUpdates; i++)
+        {
+            indicator.Calc(new TValue(DateTime.Now, GetRandomDouble(), IsNew: false));
+        }
+        double finalValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: false));
+
+        Assert.Equal(initialValue, finalValue, precision);
+    }
+
+    [Fact]
+    public void Ao_Update()
+    {
+        var indicator = new Ao();
+        TBar r = GetRandomBar(true);
+        double initialValue = indicator.Calc(r);
+
+        for (int i = 0; i < RandomUpdates; i++)
+        {
+            indicator.Calc(GetRandomBar(IsNew: false));
+        }
+        double finalValue = indicator.Calc(new TBar(r.Time, r.Open, r.High, r.Low, r.Close, r.Volume, IsNew: false));
+
+        Assert.Equal(initialValue, finalValue, precision);
+    }
+
+    [Fact]
+    public void Ac_Update()
+    {
+        var indicator = new Ac();
+        TBar r = GetRandomBar(true);
+        double initialValue = indicator.Calc(r);
+
+        for (int i = 0; i < RandomUpdates; i++)
+        {
+            indicator.Calc(GetRandomBar(IsNew: false));
+        }
+        double finalValue = indicator.Calc(new TBar(r.Time, r.Open, r.High, r.Low, r.Close, r.Volume, IsNew: false));
+
+        Assert.Equal(initialValue, finalValue, precision);
+    }
+
+    [Fact]
+    public void Aroon_Update()
+    {
+        var indicator = new Aroon(period: 25);
+        TBar r = GetRandomBar(true);
+        double initialValue = indicator.Calc(r);
+
+        for (int i = 0; i < RandomUpdates; i++)
+        {
+            indicator.Calc(GetRandomBar(IsNew: false));
+        }
+        double finalValue = indicator.Calc(new TBar(r.Time, r.Open, r.High, r.Low, r.Close, r.Volume, IsNew: false));
+
+        Assert.Equal(initialValue, finalValue, precision);
+    }
+
+    [Fact]
+    public void Bop_Update()
+    {
+        var indicator = new Bop();
+        TBar r = GetRandomBar(true);
+        double initialValue = indicator.Calc(r);
+
+        for (int i = 0; i < RandomUpdates; i++)
+        {
+            indicator.Calc(GetRandomBar(IsNew: false));
+        }
+        double finalValue = indicator.Calc(new TBar(r.Time, r.Open, r.High, r.Low, r.Close, r.Volume, IsNew: false));
+
+        Assert.Equal(initialValue, finalValue, precision);
+    }
+
+    [Fact]
+    public void Cci_Update()
+    {
+        var indicator = new Cci(period: 20);
+        TBar r = GetRandomBar(true);
+        double initialValue = indicator.Calc(r);
+
+        for (int i = 0; i < RandomUpdates; i++)
+        {
+            indicator.Calc(GetRandomBar(IsNew: false));
+        }
+        double finalValue = indicator.Calc(new TBar(r.Time, r.Open, r.High, r.Low, r.Close, r.Volume, IsNew: false));
+
+        Assert.Equal(initialValue, finalValue, precision);
+    }
+
+    [Fact]
+    public void Cfo_Update()
+    {
+        var indicator = new Cfo(period: 14);
+        double initialValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: true));
+
+        for (int i = 0; i < RandomUpdates; i++)
+        {
+            indicator.Calc(new TValue(DateTime.Now, GetRandomDouble(), IsNew: false));
+        }
+        double finalValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: false));
+
+        Assert.Equal(initialValue, finalValue, precision);
+    }
+
+    [Fact]
+    public void Chop_Update()
+    {
+        var indicator = new Chop(period: 14);
+        TBar r = GetRandomBar(true);
+        double initialValue = indicator.Calc(r);
+
+        for (int i = 0; i < RandomUpdates; i++)
+        {
+            indicator.Calc(GetRandomBar(IsNew: false));
+        }
+        double finalValue = indicator.Calc(new TBar(r.Time, r.Open, r.High, r.Low, r.Close, r.Volume, IsNew: false));
+
+        Assert.Equal(initialValue, finalValue, precision);
+    }
+
+    [Fact]
+    public void Cog_Update()
+    {
+        var indicator = new Cog(period: 10);
+        double initialValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: true));
+
+        for (int i = 0; i < RandomUpdates; i++)
+        {
+            indicator.Calc(new TValue(DateTime.Now, GetRandomDouble(), IsNew: false));
+        }
+        double finalValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: false));
+
+        Assert.Equal(initialValue, finalValue, precision);
+    }
+
+    [Fact]
+    public void Smi_Update()
+    {
+        var indicator = new Smi(period: 10, smooth1: 3, smooth2: 3);
+        TBar r = GetRandomBar(true);
+        double initialValue = indicator.Calc(r);
+
+        for (int i = 0; i < RandomUpdates; i++)
+        {
+            indicator.Calc(GetRandomBar(IsNew: false));
+        }
+        double finalValue = indicator.Calc(new TBar(r.Time, r.Open, r.High, r.Low, r.Close, r.Volume, IsNew: false));
+
+        Assert.Equal(initialValue, finalValue, precision);
+    }
+
+    [Fact]
+    public void Srsi_Update()
+    {
+        var indicator = new Srsi(rsiPeriod: 14, stochPeriod: 14, smoothK: 3, smoothD: 3);
+        double initialValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: true));
+
+        for (int i = 0; i < RandomUpdates; i++)
+        {
+            indicator.Calc(new TValue(DateTime.Now, GetRandomDouble(), IsNew: false));
+        }
+        double finalValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: false));
+
+        Assert.Equal(initialValue, finalValue, precision);
+    }
+
+    [Fact]
+    public void Stc_Update()
+    {
+        var indicator = new Stc(cyclePeriod: 10, fastPeriod: 23, slowPeriod: 50);
+        double initialValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: true));
+
+        for (int i = 0; i < RandomUpdates; i++)
+        {
+            indicator.Calc(new TValue(DateTime.Now, GetRandomDouble(), IsNew: false));
+        }
+        double finalValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: false));
+
+        Assert.Equal(initialValue, finalValue, precision);
+    }
+
+    [Fact]
+    public void Stoch_Update()
+    {
+        var indicator = new Stoch(period: 14, smoothK: 3, smoothD: 3);
+        TBar r = GetRandomBar(true);
+        double initialValue = indicator.Calc(r);
+
+        for (int i = 0; i < RandomUpdates; i++)
+        {
+            indicator.Calc(GetRandomBar(IsNew: false));
+        }
+        double finalValue = indicator.Calc(new TBar(r.Time, r.Open, r.High, r.Low, r.Close, r.Volume, IsNew: false));
+
+        Assert.Equal(initialValue, finalValue, precision);
+    }
+
+    [Fact]
+    public void Tsi_Update()
+    {
+        var indicator = new Tsi(firstPeriod: 25, secondPeriod: 13);
+        double initialValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: true));
+
+        for (int i = 0; i < RandomUpdates; i++)
+        {
+            indicator.Calc(new TValue(DateTime.Now, GetRandomDouble(), IsNew: false));
+        }
+        double finalValue = indicator.Calc(new TValue(DateTime.Now, ReferenceValue, IsNew: false));
+
+        Assert.Equal(initialValue, finalValue, precision);
+    }
+
+    [Fact]
+    public void Uo_Update()
+    {
+        var indicator = new Uo(period1: 7, period2: 14, period3: 28);
+        TBar r = GetRandomBar(true);
+        double initialValue = indicator.Calc(r);
+
+        for (int i = 0; i < RandomUpdates; i++)
+        {
+            indicator.Calc(GetRandomBar(IsNew: false));
+        }
+        double finalValue = indicator.Calc(new TBar(r.Time, r.Open, r.High, r.Low, r.Close, r.Volume, IsNew: false));
+
+        Assert.Equal(initialValue, finalValue, precision);
+    }
+
+    [Fact]
+    public void Willr_Update()
+    {
+        var indicator = new Willr(period: 14);
+        TBar r = GetRandomBar(true);
+        double initialValue = indicator.Calc(r);
+
+        for (int i = 0; i < RandomUpdates; i++)
+        {
+            indicator.Calc(GetRandomBar(IsNew: false));
+        }
+        double finalValue = indicator.Calc(new TBar(r.Time, r.Open, r.High, r.Low, r.Close, r.Volume, IsNew: false));
+
+        Assert.Equal(initialValue, finalValue, precision);
+    }
+
+    [Fact]
+    public void Dosc_Update()
+    {
+        var indicator = new Dosc();
+        TBar r = GetRandomBar(true);
+        double initialValue = indicator.Calc(r);
+
+        for (int i = 0; i < RandomUpdates; i++)
+        {
+            indicator.Calc(GetRandomBar(IsNew: false));
+        }
+        double finalValue = indicator.Calc(new TBar(r.Time, r.Open, r.High, r.Low, r.Close, r.Volume, IsNew: false));
+
+        Assert.Equal(initialValue, finalValue, precision);
+    }
+}
diff --git a/docs/indicators/indicators.md b/docs/indicators/indicators.md
index 8c607e10..3916949a 100644
--- a/docs/indicators/indicators.md
+++ b/docs/indicators/indicators.md
@@ -5,12 +5,12 @@
 | Basic Transforms | 6 of 6 | 100% |
 | Averages & Trends | 33 of 33 | 100% |
 | Momentum | 16 of 16 | 100% |
-| Oscillators | 20 of 29 | 69% |
+| Oscillators | 21 of 29 | 72% |
 | Volatility | 24 of 35 | 69% |
 | Volume | 15 of 19 | 79% |
 | Numerical Analysis | 13 of 19 | 68% |
 | Errors | 16 of 16 | 100% |
-| **Total** | **143 of 173** | **83%** |
+| **Total** | **144 of 173** | **83%** |
 
 |Technical Indicator Name| Class Name|
 |-----------|:----------:|
@@ -85,7 +85,6 @@
 |COPPOCK - Coppock Curve|`Coppock`|
 |CRSI - Connor RSI|`Crsi`|
 |🚧 CTI - Ehler's Correlation Trend Indicator|`Cti`|
-|🚧 DOSC - Derivative Oscillator|`Dosc`|
 |🚧 EFI - Elder Ray's Force Index|`Efi`|
 |🚧 FISHER - Fisher Transform|`Fisher`|
 |🚧 FOSC - Forecast Oscillator|`Fosc`|
@@ -102,6 +101,7 @@
 |TSI - True Strength Index|`Tsi`|
 |UO - Ultimate Oscillator|`Uo`|
 |WILLR - Larry Williams' %R|`Willr`|
+|DOSC - Derivative Oscillator|`Dosc`|
 |**VOLATILITY INDICATORS**||
 |ADR - Average Daily Range|`Adr`|
 |AP - Andrew's Pitchfork|`Ap`|
diff --git a/lib/oscillators/Dosc.cs b/lib/oscillators/Dosc.cs
new file mode 100644
index 00000000..906b2288
--- /dev/null
+++ b/lib/oscillators/Dosc.cs
@@ -0,0 +1,74 @@
+using System.Runtime.CompilerServices;
+namespace QuanTAlib;
+
+/// <summary>
+/// DOSC: Derivative Oscillator
+/// A momentum indicator that combines the Relative Strength Index (RSI) and the Moving Average Convergence Divergence (MACD) to identify potential trend reversals.
+/// </summary>
+/// <remarks>
+/// The DOSC calculation process:
+/// 1. Calculate the RSI
+/// 2. Calculate the MACD of the RSI
+/// 3. Calculate the signal line (SMA) of the MACD
+/// 4. Subtract the signal line from the MACD to get the DOSC
+///
+/// Key characteristics:
+/// - Combines RSI and MACD
+/// - Oscillates above and below zero
+/// - Positive values indicate bullish momentum
+/// - Negative values indicate bearish momentum
+/// - Crosses above zero suggest buying opportunities
+/// - Crosses below zero suggest selling opportunities
+///
+/// Formula:
+/// DOSC = MACD(RSI) - Signal(MACD(RSI))
+///
+/// Sources:
+///     Original development
+///     https://www.investopedia.com/terms/d/derivativeoscillator.asp
+/// </remarks>
+[SkipLocalsInit]
+public sealed class Dosc : AbstractBase
+{
+    private readonly Rsi _rsi;
+    private readonly Macd _macd;
+    private readonly Sma _signal;
+
+    /// <param name="source">The data source object that publishes updates.</param>
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    public Dosc(object source) : this()
+    {
+        var pubEvent = source.GetType().GetEvent("Pub");
+        pubEvent?.AddEventHandler(source, new BarSignal(Sub));
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    public Dosc()
+    {
+        _rsi = new Rsi();
+        _macd = new Macd();
+        _signal = new Sma(9);
+        WarmupPeriod = 34; // RSI requires 14 periods + MACD requires 26 periods + 9 for signal line
+        Name = "DOSC";
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    protected override void ManageState(bool isNew)
+    {
+        if (isNew)
+        {
+            _index++;
+        }
+    }
+
+    [MethodImpl(MethodImplOptions.AggressiveInlining)]
+    protected override double Calculation()
+    {
+        ManageState(BarInput.IsNew);
+        var rsi = _rsi.Calc(BarInput.Close, BarInput.IsNew);
+        var macd = _macd.Calc(rsi, BarInput.IsNew);
+        _signal.Calc(macd, BarInput.IsNew);
+
+        return macd - _signal.Value;
+    }
+}
diff --git a/lib/oscillators/_list.md b/lib/oscillators/_list.md
index 0cd477ee..72b74c86 100644
--- a/lib/oscillators/_list.md
+++ b/lib/oscillators/_list.md
@@ -1,32 +1,32 @@
-# Oscillators indicators
-Done: 20, Todo: 9
-
-✔️ AC - Acceleration Oscillator
-✔️ AO - Awesome Oscillator
-✔️ AROON - Aroon oscillator (Up, Down)
-✔️ BOP - Balance of Power
-✔️ CCI - Commodity Channel Index
-✔️ CFO - Chande Forcast Oscillator
-✔️ CHOP - Choppiness Index
-✔️ CMO - Chande Momentum Oscillator
-✔️ COG - Ehler's Center of Gravity
-✔️ COPPOCK - Coppock Curve
-✔️ CRSI - Connor RSI
-CTI - Ehler's Correlation Trend Indicator
-DOSC - Derivative Oscillator
-EFI - Elder Ray's Force Index
-FISHER - Fisher Transform
-FOSC - Forecast Oscillator
-*GATOR - Williams Alliator Oscillator (Upper Jaw, Lower Jaw, Teeth)
-*KDJ - KDJ Indicator (K, D, J lines)
-KRI - Kairi Relative Index
-✔️ RSI - Relative Strength Index
-✔️ RSX - Jurik Trend Strength Index
-*RVGI - Relative Vigor Index (RVGI, Signal)
-✔️ SMI - Stochastic Momentum Index
-✔️ SRSI - Stochastic RSI (SRSI, Signal)
-✔️ STC - Schaff Trend Cycle
-✔️ STOCH - Stochastic Oscillator (%K, %D)
-✔️ TSI - True Strength Index
-✔️ UO - Ultimate Oscillator
-✔️ WILLR - Larry Williams' %R
+# Oscillators indicators
+Done: 21, Todo: 8
+
+✔️ AC - Acceleration Oscillator
+✔️ AO - Awesome Oscillator
+✔️ AROON - Aroon oscillator (Up, Down)
+✔️ BOP - Balance of Power
+✔️ CCI - Commodity Channel Index
+✔️ CFO - Chande Forcast Oscillator
+✔️ CHOP - Choppiness Index
+✔️ CMO - Chande Momentum Oscillator
+✔️ COG - Ehler's Center of Gravity
+✔️ COPPOCK - Coppock Curve
+✔️ CRSI - Connor RSI
+CTI - Ehler's Correlation Trend Indicator
+✔️ DOSC - Derivative Oscillator
+EFI - Elder Ray's Force Index
+FISHER - Fisher Transform
+FOSC - Forecast Oscillator
+*GATOR - Williams Alliator Oscillator (Upper Jaw, Lower Jaw, Teeth)
+*KDJ - KDJ Indicator (K, D, J lines)
+KRI - Kairi Relative Index
+✔️ RSI - Relative Strength Index
+✔️ RSX - Jurik Trend Strength Index
+*RVGI - Relative Vigor Index (RVGI, Signal)
+✔️ SMI - Stochastic Momentum Index
+✔️ SRSI - Stochastic RSI (SRSI, Signal)
+✔️ STC - Schaff Trend Cycle
+✔️ STOCH - Stochastic Oscillator (%K, %D)
+✔️ TSI - True Strength Index
+✔️ UO - Ultimate Oscillator
+✔️ WILLR - Larry Williams' %R