Volume indicators
Chaikin Accumulation/Distribution Oscillator
Difference between two exponential averages of the Chaikin A/D Line.
- Engine
- TA-Lib
- Function
ADOSC- Input series
- high, low, close, volume
- Outputs
- 1
How it works
ADOSC builds the cumulative Chaikin A/D Line from high, low, close, and volume, then subtracts the EMA configured by slowperiod from the EMA configured by fastperiod.
Use case
Use the Chaikin A/D Oscillator as a momentum feature for changes in accumulation and distribution pressure around a zero baseline.
Parameters
| Parameter | Type | Default | Bounds or options | Description |
|---|---|---|---|---|
| Fast Period | integer | 3 | 2…100000 | Period of the A/D Line EMA used as the first term in the oscillator. |
| Slow Period | integer | 10 | 2…100000 | Period of the A/D Line EMA subtracted from the first EMA. |
Outputs
| Output | Type | Description |
|---|---|---|
| Chaikin A/D Oscillator | number | Difference between the configured A/D Line EMAs for the bar. |
Reading the result
ADOSC measures the separation between fast and slow smoothed versions of the Accumulation/Distribution Line. It turns a cumulative volume-price series into an oscillator that emphasizes changes in its local direction.
Positive and negative regions describe the ordering of the two smoothers, not absolute buying or selling volume.
Common mistakes
- Using a fast period that is not shorter than the slow period.
- Treating the output as direct exchange order flow.
- Ignoring provider volume and high-low range semantics.
- Comparing values without enough prior history for both the cumulative input and recursive smoothing.
DataCat workflow notes
ADOSC can complement the underlying AD line, but storing both should be an intentional choice. Check whether the oscillator adds useful local dynamics beyond downstream differencing of AD.