# 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] 💬