Accumulation/Distribution Line Technical Analysis Indicator: ad

Function Prototype

/* Accumulation/Distribution Line */
/* Type: indicator */
/* Input arrays: 4    Options: 0    Output arrays: 1 */
/* Inputs: high, low, close, volume */
/* Options: none */
/* Outputs: ad */
int ti_ad_start(TI_REAL const *options);
int ti_ad(int size,
      TI_REAL const *const *inputs,
      TI_REAL const *options,
      TI_REAL *const *outputs);

Description

This documentation is still a work in progress. It has omissions, and it probably has errors too. If you see any issues, or have any general feedback, please get in touch.

The Accumulation/Distribution Line indicator is calculated as follows:

$$ad_{t} = ad_{t-1} + volume_{t} \frac{(close_{t} - low_{t}) - (high_{t} - close_{t})}{(high_{t} - low_{t})} $$

References

Example Usage

Calling From C

/* Example usage of Accumulation/Distribution Line */
/* Assuming that 'high', 'low', 'close', and 'volume' are pre-loaded arrays of size 'in_size'. */
TI_REAL *inputs[] = {high, low, close, volume};
TI_REAL options[] = {}; /* No options */
TI_REAL *outputs[1]; /* ad */

/* Determine how large the output size is for our options. */
const int out_size = in_size - ti_ad_start(options);

/* Allocate memory for output. */
outputs[0] = malloc(sizeof(TI_REAL) * out_size); assert(outputs[0] != 0); /* ad */

/* Run the actual calculation. */
const int ret = ti_ad(in_size, inputs, options, outputs);
assert(ret == TI_OKAY);

Calling From Lua (with Tulip Chart bindings)

-- Example usage of Accumulation/Distribution Line
ad = ti.ad(high, low, close, volume)

Example Calculation

date	high	low	close	volume	ad
2005-11-01	82.15	81.29	81.59	5,653,100.00	-1,709,076.74
2005-11-02	81.89	80.64	81.06	6,447,400.00	-3,823,823.94
2005-11-03	83.03	81.31	82.87	7,690,900.00	2,436,210.94
2005-11-04	83.30	82.65	83.00	3,831,400.00	2,730,934.02
2005-11-07	83.85	83.07	83.61	4,455,100.00	4,444,434.02
2005-11-08	83.90	83.11	83.15	3,798,000.00	1,031,041.61
2005-11-09	83.33	82.49	82.84	3,936,200.00	375,008.28
2005-11-10	84.30	82.30	83.99	4,732,000.00	3,640,088.28
2005-11-11	84.84	84.15	84.55	4,841,300.00	4,411,889.73
2005-11-14	85.00	84.11	84.36	3,915,300.00	2,696,196.47
2005-11-15	85.90	84.03	85.53	6,830,800.00	6,823,899.14
2005-11-16	86.58	85.39	86.54	6,694,100.00	13,067,975.61
2005-11-17	86.98	85.76	86.89	5,293,600.00	17,580,552.66
2005-11-18	88.00	87.17	87.77	7,985,800.00	21,140,487.60
2005-11-21	87.87	87.01	87.29	4,807,900.00	19,463,313.18

Chart

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Accumulation/Distribution Line

Technical Analysis Indicator: ad