stock indicatorsfor .NET

Accumulation / Distribution Line (ADL) ​

Created by Marc Chaikin, the Accumulation/Distribution Line/Index is a rolling accumulation of Chaikin Money Flow Volume. [Discuss] 💬

csharp
// C# usage syntax
IReadOnlyList<AdlResult> results =
  bars.ToAdl();

Historical price bars requirements ​

You must have at least two historical price bars to cover the warmup periods; however, since this is a trendline, more is recommended.

bars is a collection of generic TBar historical price bars. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information.

Response ​

csharp
IReadOnlyList<AdlResult>
  • This method returns a time series of all available indicator values for the bars provided.
  • It always returns the same number of elements as there are in the historical price bars.
  • It does not return a single incremental indicator value.

AdlResult ​

propertytypedescription
TimestampDateTimeDate from evaluated TBar
MoneyFlowMultiplierdoubleMoney Flow Multiplier
MoneyFlowVolumedoubleMoney Flow Volume
AdldoubleAccumulation Distribution Line (ADL)

🚩

absolute values in ADL and MFV are somewhat meaningless. Use with caution.

Utilities ​

See Utilities and helpers for more information.

Chaining ​

Results can be further processed on Adl with additional chain-enabled indicators.

csharp
// example
var results = bars
    .ToAdl()
    .ToRsi(..);

This indicator must be generated from bars and cannot be generated from results of another chain-enabled indicator or method.

See Chaining indicators for more.

Streaming ​

Use the buffer-style List<T> when you need incremental calculations without a hub:

csharp
AdlList adlList = new();

foreach (IBar bar in bars)  // simulating stream
{
  adlList.Add(bar);
}

// based on `ICollection<AdlResult>`
IReadOnlyList<AdlResult> results = adlList;

Subscribe to a BarHub for advanced streaming scenarios:

csharp
BarHub barHub = new();
AdlHub observer = barHub.ToAdlHub();

foreach (IBar bar in bars)  // simulating stream
{
  barHub.Add(bar);
}

IReadOnlyList<AdlResult> results = observer.Results;

See Buffer lists and Stream hubs for full usage guides.