Chaikin A/D Oscillator

The chaikin_accumulation_distribution_oscillator() is a generic S3 function that builds upon 'type-safe'-esque workflows limited to classes in in base R, and the package-wide dependencies. Ie. class in, class out. Each method is a soft wrapper of model.frame and therefore the OHLC-V series must be coercible to a data.frame.

Usage

chaikin_accumulation_distribution_oscillator(x, cols, fast = 3, slow = 10, ...)

Arguments

x

An OHLC-V series that is coercible to data.frame.

cols

(formula). An optional 4 variable formula passed into model.frame. Internally uses ~high + low + close + volume by default.

fast

(integer). Period for the fast Moving Average (MA).

slow

(integer). Period for the slow Moving Average (MA).

...

Additional parameters passed into model.frame

Value

An object of same class and length of x:

ADOSC

double

See also

Other Volume Indicator: chaikin_accumulation_distribution_line(), 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_oscillator(BTC)

## display the results
utils::tail(output)
#>                           ADOSC
#> 2024-12-26 01:00:00  1179.75611
#> 2024-12-27 01:00:00   261.42433
#> 2024-12-28 01:00:00    45.81879
#> 2024-12-29 01:00:00  -299.99109
#> 2024-12-30 01:00:00  -762.32174
#> 2024-12-31 01:00:00 -1156.04783

## 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_oscillator
 )
}