Accumulation / Distribution Line (ADL)
get_adl(quotes, sma_periods=None)
Parameters
| name | type | notes |
|---|---|---|
quotes | Iterable[Quote] | Iterable of the Quote class or its sub-class. • See here for usage with pandas.DataFrame |
sma_periods | int, Optional | Number of periods (N) in the moving average of ADL. Must be greater than 0, if specified. |
Historical quotes requirements
You must have at least two historical quotes to cover the warmup periods; however, since this is a trendline, more is recommended.
quotes is an Iterable[Quote] collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information.
Returns
ADLResults[ADLResult]
- This method returns a time series of all available indicator values for the
quotesprovided. ADLResultsis just a list ofADLResult.- It always returns the same number of elements as there are in the historical quotes.
- It does not return a single incremental indicator value.
ADLResult
| name | type | notes |
|---|---|---|
date | datetime | Date |
money_flow_multiplier | float, Optional | Money Flow Multiplier |
money_flow_volume | float, Optional | Money Flow Volume |
adl | float | Accumulation Distribution Line (ADL) |
adl_sma | float, Optional | Moving average (SMA) of ADL based on sma_periods periods, if specified |
🚩 Warning: absolute values in ADL and MFV are somewhat meaningless. Use with caution.
Utilities
See Utilities and Helpers for more information.
Example
from stock_indicators import indicators
# This method is NOT a part of the library.
quotes = get_historical_quotes("SPY")
# calculate
results = indicators.get_adl(quotes)
About Accumulation / Distribution Line (ADL)
Created by Marc Chaikin, the Accumulation/Distribution Line/Index is a rolling accumulation of Chaikin Money Flow Volume. [Discuss] 💬
