Supported Indicators
Accumulation Distribution Oscillator
Introduction
This indicator computes the Accumulation/Distribution Oscillator (ADOSC) The Accumulation/Distribution Oscillator is calculated using the following formula: ADOSC = EMA(fast,AD) - EMA(slow,AD)
To view the implementation of this indicator, see the LEAN GitHub repository.
Using ADOSC Indicator
To create an automatic indicators for AccumulationDistributionOscillator, call the ADOSC helper method from the QCAlgorithm class. The ADOSC method creates a AccumulationDistributionOscillator 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 Initializeinitialize method.
public class AccumulationDistributionOscillatorAlgorithm : QCAlgorithm
{
private Symbol _symbol;
private AccumulationDistributionOscillator _adosc;
public override void Initialize()
{
_symbol = AddEquity("SPY", Resolution.Daily).Symbol;
_adosc = ADOSC(_symbol, 10, 2);
}
public override void OnData(Slice data)
{
if (_adosc.IsReady)
{
// The current value of _adosc is represented by itself (_adosc)
// or _adosc.Current.Value
Plot("AccumulationDistributionOscillator", "adosc", _adosc);
}
}
} class AccumulationDistributionOscillatorAlgorithm(QCAlgorithm):
def Initialize(self) -> None:
self._symbol = self.AddEquity("SPY", Resolution.Daily).Symbol
self.adosc = self.ADOSC(self.symbol, 10, 2)
def on_data(self, slice: Slice) -> None:
if self.adosc.IsReady:
# The current value of self.adosc is represented by self.adosc.Current.Value
self.plot("AccumulationDistributionOscillator", "adosc", self.adosc.Current.Value)
The following reference table describes the ADOSC method:
ADOSC()1/1
AccumulationDistributionOscillator QuantConnect.Algorithm.QCAlgorithm.ADOSC (
Symbol symbol,
Int32 fastPeriod,
Int32 slowPeriod,
*Nullable<Resolution> resolution,
*Func<IBaseData, TradeBar> selector
)
Creates a new AccumulationDistributionOscillator 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 AccumulationDistributionOscillator 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 Updateupdate method with a TradeBar. The indicator will only be ready after you prime it with enough data.
public class AccumulationDistributionOscillatorAlgorithm : QCAlgorithm
{
private Symbol _symbol;
private AccumulationDistributionOscillator _adosc;
public override void Initialize()
{
_symbol = AddEquity("SPY", Resolution.Daily).Symbol;
_adosc = new AccumulationDistributionOscillator(10, 20);
}
public override void OnData(Slice data)
{
if (data.Bars.TryGetValue(_symbol, out var bar))
{
_adosc.Update(bar);
}
if (_adosc.IsReady)
{
// The current value of _adosc is represented by itself (_adosc)
// or _adosc.Current.Value
Plot("AccumulationDistributionOscillator", "adosc", _adosc);
}
}
} class AccumulationDistributionOscillatorAlgorithm(QCAlgorithm):
def Initialize(self) -> None:
self._symbol = self.AddEquity("SPY", Resolution.Daily).Symbol
self.adosc = AccumulationDistributionOscillator(10, 20)
def on_data(self, slice: Slice) -> None:
bar = slice.Bars.get(self.symbol)
if bar:
self.adosc.Update(bar)
if self.adosc.IsReady:
# The current value of self.adosc is represented by self.adosc.Current.Value
self.plot("AccumulationDistributionOscillator", "adosc", self.adosc.Current.Value)
To register a manual indicator for automatic updates with the security data, call the RegisterIndicator method.
public class AccumulationDistributionOscillatorAlgorithm : QCAlgorithm
{
private Symbol _symbol;
private AccumulationDistributionOscillator _adosc;
public override void Initialize()
{
_symbol = AddEquity("SPY", Resolution.Daily).Symbol;
_adosc = new AccumulationDistributionOscillator(10, 20);
RegisterIndicator(_symbol, _adosc, Resolution.Daily);
}
public override void OnData(Slice data)
{
if (_adosc.IsReady)
{
// The current value of _adosc is represented by itself (_adosc)
// or _adosc.Current.Value
Plot("AccumulationDistributionOscillator", "adosc", _adosc);
}
}
} class AccumulationDistributionOscillatorAlgorithm(QCAlgorithm):
def Initialize(self) -> None:
self._symbol = self.AddEquity("SPY", Resolution.Daily).Symbol
self.adosc = AccumulationDistributionOscillator(10, 20)
self.RegisterIndicator(self.symbol, self.adosc, Resolution.Daily)
def on_data(self, slice: Slice) -> None:
if self.adosc.IsReady:
# The current value of self.adosc is represented by self.adosc.Current.Value
self.plot("AccumulationDistributionOscillator", "adosc", self.adosc.Current.Value)
The following reference table describes the AccumulationDistributionOscillator constructor:
AccumulationDistributionOscillator()1/2
AccumulationDistributionOscillator QuantConnect.Indicators.AccumulationDistributionOscillator (
int fastPeriod,
int slowPeriod
)
Initializes a new instance of the AccumulationDistributionOscillator class using the specified parameters.
AccumulationDistributionOscillator()2/2
AccumulationDistributionOscillator QuantConnect.Indicators.AccumulationDistributionOscillator (
string name,
int fastPeriod,
int slowPeriod
)
Initializes a new instance of the AccumulationDistributionOscillator class using the specified parameters.
Visualization
The following image shows plot values of selected properties of AccumulationDistributionOscillator using the plotly library.
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