Chaikin A/D Line

Chaikin A/D Line is a volume indicator that analyzes the relationship between price and volume changes

Method

tm.ta.ad(source_high, source_low, source_close, source_volume)

Inputs

Parameter	Argument type	Description	Default Value
source_high	pd.Series	High prices series	-
source_low	pd.Series	Low prices series	-
source_close	pd.Series	Close prices series	-
source_volume	pd.Series	Volume series	-

Outputs

Output	Type
ad	np.ndarray

Example usage

strategy.py

import tradomate as tm

@tm.strategy()
def my_strategy(config: tm.TradomateConfig, data: tm.TradomateData):

    # Trying out Average Directional Movement Index
    ad = tm.ta.ad(data.high, data.low, data.close, data.volume)

    # Get the last value and print
    last_value = ad.iloc[-1]
    tm.log(f"Last value of Average Directional Movement Index is {last_value}")

    # Plot the values of ad
    tm.plot(ad, title="Average Directional Movement Index", overlay=False)