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)

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 Initialize method.

public class AccumulationDistributionOscillatorAlgorithm : QCAlgorithm
{
    private Symbol _symbol;
    private AccumulationDistributionOscillator _adosc;

    public override void Initialize()
    {
        _symbol = AddEquity("SPY", Resolution.Daily).Symbol;
        _adosc = ADOSC("SPY", 10, 2);
    }

    public override void OnData(Slice data)
    {
        if (_adosc.IsReady)
        {
            Plot("AccumulationDistributionOscillator", "adosc", _adosc);
        }
    }
}
class AccumulationDistributionOscillatorAlgorithm(QCAlgorithm):
    def Initialize(self) -> None:
        self.symbol = self.AddEquity("SPY", Resolution.Daily).Symbol
        self.adosc = self.ADOSC("SPY", 10, 2)

    def OnData(self, slice: Slice) -> None:
        if self.adosc.IsReady:
            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 Update 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, 2);
    }

    public override void OnData(Slice data)
    {
        if (data.Bars.TryGeValue(_symbol, out var bar))
        {      
            _adosc.Update(bar);
        }

        if (_adosc.IsReady)
        {
            Plot("AccumulationDistributionOscillator", "adosc", _adosc);
        }
    }
}
class AccumulationDistributionOscillatorAlgorithm(QCAlgorithm):
    def Initialize(self) -> None:
        self.symbol = self.AddEquity("SPY", Resolution.Daily).Symbol
        self.adosc = AccumulationDistributionOscillator(10, 2)

    def OnData(self, slice: Slice) -> None:
        bar = data.Bars.get(self.symbol)
        if bar:
            self.adosc.Update(bar)

        if self.adosc.IsReady:
            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, 2);
        RegisterIndicator(_symbol, _adosc, Resolution.Daily);
    }

    public override void OnData(Slice data)
    {
        if (_adosc.IsReady)
        {
            Plot("AccumulationDistributionOscillator", "adosc", _adosc);
        }
    }
}
class AccumulationDistributionOscillatorAlgorithm(QCAlgorithm):
    def Initialize(self) -> None:
        self.symbol = self.AddEquity("SPY", Resolution.Daily).Symbol
        self.adosc = AccumulationDistributionOscillator(10, 2)
        self.RegisterIndicator(self.symbol, self.adosc, Resolution.Daily)

    def OnData(self, slice: Slice) -> None:
        if self.adosc.IsReady:
            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 AccumulationDistributionOscillato class using the specified parameters.

AccumulationDistributionOscillator()2/2

            AccumulationDistributionOscillator QuantConnect.Indicators.AccumulationDistributionOscillator (
    string  name,
    int     fastPeriod,
    int     slowPeriod
   )

Initializes a new instance of the AccumulationDistributionOscillato class using the specified parameters.

Visualization

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

AccumulationDistributionOscillator line plot.

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