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]

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_history_from_feed("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] 💬

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