Supported Indicators

Accumulation Distribution

Introduction

This indicator computes the Accumulation/Distribution (AD) The Accumulation/Distribution is calculated using the following formula: AD = AD + ((Close - Low) - (High - Close)) / (High - Low) * Volume

To view the implementation of this indicator, see the LEAN GitHub repository.

Using AD Indicator

To create an automatic indicators for AccumulationDistribution, call the AD helper method from the QCAlgorithm class. The AD method creates a AccumulationDistribution object, hooks it up for automatic updates, and returns it so you can used it in your algorithm. In most cases, you should call the helper method in the Initialize method.

public class AccumulationDistributionAlgorithm : QCAlgorithm
{
    private Symbol _symbol;
    private AccumulationDistribution _ad;

    public override void Initialize()
    {
        _symbol = AddEquity("SPY", Resolution.Daily).Symbol;
        _ad = AD(_symbol);
    }

    public override void OnData(Slice data)
    {
        if (_ad.IsReady)
        {
            // The current value of _ad is represented by itself (_ad)
            // or _ad.Current.Value
            Plot("AccumulationDistribution", "ad", _ad);
            
        }
    }
}
class AccumulationDistributionAlgorithm(QCAlgorithm):
    def Initialize(self) -> None:
        self.symbol = self.AddEquity("SPY", Resolution.Daily).Symbol
        self.ad = self.AD(self.symbol)

    def OnData(self, slice: Slice) -> None:
        if self.ad.IsReady:
            # The current value of self.ad is represented by self.ad.Current.Value
            self.Plot("AccumulationDistribution", "ad", self.ad.Current.Value)
            

The following reference table describes the AD method:

AD()1/1

            AccumulationDistribution QuantConnect.Algorithm.QCAlgorithm.AD (
    Symbol                            symbol,
    *Nullable<Resolution>       resolution,
    *Func<IBaseData, TradeBar>  selector
   )
        

Creates a new AccumulationDistribution indicator.

If you don't provide a resolution, it defaults to the security resolution. If you provide a resolution, it must be greater than or equal to the resolution of the security. For instance, if you subscribe to hourly data for a security, you should update its indicator with data that spans 1 hour or longer.

For more information about the selector argument, see Alternative Price Fields.

For more information about plotting indicators, see Plotting Indicators.

You can manually create a AccumulationDistribution indicator, so it doesn't automatically update. Manual indicators let you update their values with any data you choose.

Updating your indicator manually enables you to control when the indicator is updated and what data you use to update it. To manually update the indicator, call the Update method with a TradeBar. The indicator will only be ready after you prime it with enough data.

public class AccumulationDistributionAlgorithm : QCAlgorithm
{
    private Symbol _symbol;
    private AccumulationDistribution _ad;

    public override void Initialize()
    {
        _symbol = AddEquity("SPY", Resolution.Daily).Symbol;
        _ad = new AccumulationDistribution();
    }

    public override void OnData(Slice data)
    {
        if (data.Bars.TryGetValue(_symbol, out var bar))
        {      
            _ad.Update(bar);
        }
    
        if (_ad.IsReady)
        {
            // The current value of _ad is represented by itself (_ad)
            // or _ad.Current.Value
            Plot("AccumulationDistribution", "ad", _ad);
            
        }
    }
}
class AccumulationDistributionAlgorithm(QCAlgorithm):
    def Initialize(self) -> None:
        self.symbol = self.AddEquity("SPY", Resolution.Daily).Symbol
        self.ad = AccumulationDistribution()

    def OnData(self, slice: Slice) -> None:
        bar = slice.Bars.get(self.symbol)
        if bar:
            self.ad.Update(bar)
                
        if self.ad.IsReady:
            # The current value of self.ad is represented by self.ad.Current.Value
            self.Plot("AccumulationDistribution", "ad", self.ad.Current.Value)
            

To register a manual indicator for automatic updates with the security data, call the RegisterIndicator method.

public class AccumulationDistributionAlgorithm : QCAlgorithm
{
    private Symbol _symbol;
    private AccumulationDistribution _ad;

    public override void Initialize()
    {
        _symbol = AddEquity("SPY", Resolution.Daily).Symbol;
        _ad = new AccumulationDistribution();
        RegisterIndicator(_symbol, _ad, Resolution.Daily);
    }

    public override void OnData(Slice data)
    {
        if (_ad.IsReady)
        {
            // The current value of _ad is represented by itself (_ad)
            // or _ad.Current.Value
            Plot("AccumulationDistribution", "ad", _ad);
            
        }
    }
}
class AccumulationDistributionAlgorithm(QCAlgorithm):
    def Initialize(self) -> None:
        self.symbol = self.AddEquity("SPY", Resolution.Daily).Symbol
        self.ad = AccumulationDistribution()
        self.RegisterIndicator(self.symbol, self.ad, Resolution.Daily)

    def OnData(self, slice: Slice) -> None:
        if self.ad.IsReady:
            # The current value of self.ad is represented by self.ad.Current.Value
            self.Plot("AccumulationDistribution", "ad", self.ad.Current.Value)
            

The following reference table describes the AccumulationDistribution constructor:

AccumulationDistribution()1/2

            AccumulationDistribution QuantConnect.Indicators.AccumulationDistribution (
    
   )
        

Initializes a new instance of the AccumulationDistribution class using the specified name.

AccumulationDistribution()2/2

            AccumulationDistribution QuantConnect.Indicators.AccumulationDistribution (
    string  name
   )
        

Initializes a new instance of the AccumulationDistribution class using the specified name.

Visualization

The following image shows plot values of selected properties of AccumulationDistribution using the plotly library.

AccumulationDistribution line plot.

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