README.md

Accumulation Distribution Line (ADL)

A rolling accumulation of Chaikin Money Flow Volume. More info ...

// usage
IEnumerable<AdlResult> results = Indicator.GetAdl(history);  

Parameters

name	type	notes
history	IEnumerable<Quote>	Historical Quotes data should be at any consistent frequency (day, hour, minute, etc). You must supply at least two historical quotes; however, since this is a trendline, more is recommended.

Response

IEnumerable<AdlResult>

We always return the same number of elements as there are in the historical quotes.

AdlResult

name	type	notes
Index	int	Sequence of dates
Date	DateTime	Date
MoneyFlowMultiplier	decimal	Money Flow Multiplier
MoneyFlowVolume	decimal	Money Flow Volume
Adl	decimal	Accumulation Distribution Line (ADL)

Warning: absolute values in ADL and MFV are somewhat meaningless, so use with caution.

Example

// fetch historical quotes from your favorite feed, in Quote format
IEnumerable<Quote> history = GetHistoryFromFeed("SPY");

// calculate
IEnumerable<AdlResult> results = Indicator.GetAdl(history);

// use results as needed
DateTime evalDate = DateTime.Parse("12/31/2018");
AdlResult result = results.Where(x=>x.Date==evalDate).FirstOrDefault();
Console.WriteLine("ADL on {0} was {1}", result.Date, result.Adl);

ADL on 12/31/2018 was 3439986548