Chaikin Oscillator

get_chaikin_osc(quotes, fast_periods=3, slow_periods=10)

Parameters

name	type	notes
`quotes`	Iterable[Quote]	Iterable of the Quote class or its sub-class. • See here for usage with pandas.DataFrame
`fast_periods`	int, default 3	Number of periods (`F`) in the ADL fast EMA. Must be greater than 0 and smaller than `S`.
`slow_periods`	int, default 10	Number of periods (`S`) in the ADL slow EMA. Must be greater `F`.

Historical quotes requirements

You must have at least 2×S or S+100 periods of quotes, whichever is more, to cover the convergence periods. Since this uses a smoothing technique, we recommend you use at least S+250 data points prior to the intended usage date for better precision.

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.

Return

ChaikinOscResults[ChaikinOscResult]

This method returns a time series of all available indicator values for the quotes provided.
ChaikinOscResults is just a list of ChaikinOscResult.
It always returns the same number of elements as there are in the historical quotes.
It does not return a single incremental indicator value.
The first S-1 periods will have None values for Oscillator since there’s not enough data to calculate.

⚞ Convergence warning: The first S+100 periods will have decreasing magnitude, convergence-related precision errors that can be as high as ~5% deviation in indicator values for earlier periods.

ChaikinOscResult

name	type	notes
`date`	datetime	Date
`money_flow_multiplier`	float, Optional	Money Flow Multiplier
`money_flow_volume`	float, Optional	Money Flow Volume
`adl`	float, Optional	Accumulation Distribution Line (ADL)
`oscillator`	float, Optional	Chaikin Oscillator

🚩 Warning: absolute values in MFV, ADL, and Oscillator 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 20-period Chaikin Oscillator
results = indicators.get_chaikin_osc(quotes, 20)

About Chaikin Oscillator

Created by Marc Chaikin, the Chaikin Oscillator is the difference between fast and slow Exponential Moving Averages (EMA) of the Accumulation/Distribution Line (ADL). [Discuss] 💬