Chaikin A/D Line

chaikin_accumulation_distribution_line() is a generic S3 function that preserves the input class: data.frame in, data.frame out; matrix in, matrix out.

Handling of -values

Leading NAs are always produced for the initial lookback period where insufficient data is available. If the input itself contains NAs they are passed through to the underlying C routine, which can cause the entire output to be filled with NAs. Set na.ignore = TRUE to strip NAs before calculation and re-insert them at their original positions in the output.

Usage

chaikin_accumulation_distribution_line(x, cols, na.ignore = FALSE, ...)

Arguments

x

An OHLC-V series coercible to data.frame.

cols

(formula). An optional 4-variable formula selecting columns from x via model.frame. Defaults to ~high + low + close + volume.

na.ignore

(logical). A logical of length 1. FALSE by default. If TRUE, NAs in the input are stripped before calculation and re-inserted at their original positions in the output.

...

Additional parameters passed into model.frame

Value

An object of same class and length of x:

AD

double

See also

Other Volume Indicator: chaikin_accumulation_distribution_oscillator(), on_balance_volume(), trading_volume()

Author

Serkan Korkmaz

Examples

## load Bitcoin (BTC)
## series
data(BTC, package = "talib")

## calculate the indicator
## for Bitcoin (BTC)
output <- talib::chaikin_accumulation_distribution_line(BTC)

## display the results
utils::tail(output)
#>                           AD
#> 2024-12-26 01:00:00 84553.27
#> 2024-12-27 01:00:00 82520.69
#> 2024-12-28 01:00:00 83098.47
#> 2024-12-29 01:00:00 82301.94
#> 2024-12-30 01:00:00 81207.80
#> 2024-12-31 01:00:00 80347.00

## visualize the indicator
## with talib::chart()
##
## see ?talib::chart or ?talib::indicator
## for more details
{
 ## chart OHLC-V
 ## series with talib::chart()
 talib::chart(BTC)

 ## chart indicator
 ## with default values
 talib::indicator(
     talib::chaikin_accumulation_distribution_line
 )
}