Chaikin A/D Oscillator (ADOSC)

Summary

Chaikin A/D Oscillator: the difference between a fast and a slow EMA of the Accumulation/Distribution line. Highlights momentum in accumulation/distribution volume flow. Positive/rising suggests accumulation; negative/falling suggests distribution.

Chart

Reference data (CSV) · Chart (SVG)

Chart metadata i

Outputs

• outReal: line · zero · positive · negative

Formula

ad += ((close-low)-(high-close))/(high-low) * volume (only when high>low) fastEMA = fastk*ad + (1-fastk)fastEMA, fastk = 2/(optInFastPeriod+1) slowEMA = slowkad + (1-slowk)*slowEMA, slowk = 2/(optInSlowPeriod+1) ADOSC = fastEMA - slowEMA

Inputs

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

Outputs

• outReal — Fast-EMA minus slow-EMA of the A/D line

Parameters

Parameter	Type	Default	Accepted values	Description
optInFastPeriod	integer	3	2–100000	Period of the fast A/D EMA
optInSlowPeriod	integer	10	2–100000	Period of the slow A/D EMA

Properties

Numerical Stability: Initial Unstable Period — Inherited from EMA, which ADOSC computes internally; tunable via EMA's unstable period.

☐ 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 volume[252]; /* your data, oldest first */
double out[252];
int outBegIdx, outNBElement;

TA_Initialize();
TA_ADOSC( 0, n - 1, high, low, close, volume, 3, 10, &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 volume = vec![0.0; 252]; // your data, oldest first
let mut out = vec![0.0; 252];

let core = Core::new();
let range = core.adosc(0, high.len() - 1, &high, &low, &close, &volume, 3, 10, &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[] volume = new double[252]; // your data, oldest first
double[] out = new double[252];

Core core = Core.DEFAULT;
OutRange r = core.adosc(0, high.length - 1, high, low, close, volume, 3, 10, 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 volume = new double[252]; // your data, oldest first
var outReal = new double[252];

var core = Core.Default;
OutRange r = core.Adosc(0, high.Length - 1, high, low, close, volume, 3, 10, outReal);
Console.WriteLine($"{r.Count} values from bar {r.BegIdx}; last outReal = {outReal[r.Count - 1]}");

TypeScript

import { adosc } 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 volume = new Float64Array(252); // your data, oldest first

const { begIdx, values } = adosc({ high, low, close, volume }, {
  fastPeriod: 3,
  slowPeriod: 10,
});
console.log(values.length + ' values from bar ' + begIdx + '; last values = ' + values[values.length - 1]);

Implementation

Added in 0.4.0.

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

Native	File
C	ta_ADOSC.c
Rust	adosc.rs
Java	Core_ADOSC.java
C#	Core_ADOSC.cs
TypeScript	adosc.ts

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

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

Aliases

Chaikin A/D Oscillator, Chaikin Oscillator

See Also

AD · EMA

References

• Marc Chaikin