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.
Formula
ad += ((close-low)-(high-close))/(high-low) * volume (only when high>low) fastEMA = fastk*ad + (1-fastk)*fastEMA, fastk = 2/(optInFastPeriod+1) slowEMA = slowk*ad + (1-slowk)*slowEMA, slowk = 2/(optInSlowPeriod+1) ADOSC = fastEMA - slowEMA
Inputs
inPriceHLCV— High, low, close, and volume series
Outputs
outReal— Fast-EMA minus slow-EMA of the A/D line
Parameters
optInFastPeriod— Period of the fast A/D EMAoptInSlowPeriod— Period of the slow A/D EMA
Implementation
TA-Lib Definition: adosc.c · adosc.yaml
| Native | File |
|---|---|
| C | ta_ADOSC.c |
| Rust | adosc.rs |
| Java | Core.java |
TA-Lib is also available for Python, R and more using a wrapper.
Aliases
Chaikin A/D Oscillator, Chaikin Oscillator
See Also
References
- Marc Chaikin