ad

ad(high, low, close, volume, open_=None, talib=None, offset=None, **kwargs)

Accumulation/Distribution (AD)

Accumulation/Distribution indicator utilizes the relative position of the close to it’s High-Low range with volume. Then it is cumulated.

Sources:

https://www.tradingtechnologies.com/help/x-study/technical-indicator-definitions/accumulationdistribution-ad/

Calculation:

CUM = Cumulative Sum if ‘open’:

AD = close - open

else:

AD = 2 * close - high - low

hl_range = high - low AD = AD * volume / hl_range AD = CUM(AD)

Args:

high (pd.Series): Series of ‘high’s low (pd.Series): Series of ‘low’s close (pd.Series): Series of ‘close’s volume (pd.Series): Series of ‘volume’s open (pd.Series): Series of ‘open’s talib (bool): If TA Lib is installed and talib is True, Returns the TA Lib

version. Default: True

offset (int): How many periods to offset the result. Default: 0

Kwargs:

fillna (value, optional): pd.DataFrame.fillna(value) fill_method (value, optional): Type of fill method

Returns:

pd.Series: New feature generated.