Chaikin Oscillator is the difference between fast and slow Exponential Moving Averages (EMA) of the Accumulation and Distribution Line (ADL). More info ...
// usage
IEnumerable<ChaikinOscResult> results = Indicator.GetChaikinOsc(history, fastPeriod, slowPeriod); | name | type | notes |
|---|---|---|
history |
IEnumerable<Quote> | Historical Quotes data should be at any consistent frequency (day, hour, minute, etc). You must supply at least 2×S or S+100 periods of history, whichever is more. Since this uses a smoothing technique, we recommend you use at least S+250 data points prior to the intended usage date for maximum precision. |
fastPeriod |
int | Number of periods (F) in the ADL fast EMA. Must be greater than 0 and smaller than S. Default is 3. |
slowPeriod |
int | Number of periods (S) in the ADL slow EMA. Must be greater F. Default is 10. |
IEnumerable<ChaikinOscResult>The first S-1 periods will have null values for Oscillator since there's not enough data to calculate. We always return the same number of elements as there are in the historical quotes.
| 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) |
Oscillator |
decimal | Chaikin Oscillator |
Warning: absolute values in MFV, ADL, and Oscillator are somewhat meaningless, so use with caution.
// fetch historical quotes from your favorite feed, in Quote format
IEnumerable<Quote> history = GetHistoryFromFeed("SPY");
// calculate 20-period Chaikin Oscillator
IEnumerable<ChaikinOscResult> results = Indicator.GetChaikinOsc(history,20);
// use results as needed
DateTime evalDate = DateTime.Parse("12/31/2018");
ChaikinOscResult result = results.Where(x=>x.Date==evalDate).FirstOrDefault();
Console.WriteLine("Chaikin Oscillator on {0} was ${1}", result.Date, result.ChaikinOsc);Chaikin Oscillator on 12/31/2018 was -19135200