Financial Time Series Toolbox | ![]() ![]() |
Syntax
chosc = chaikosc(highp, lowp, closep, tvolume) chosc = chaikosc([highp lowp closep tvolume]) choscts = chaikosc(tsobj) choscts = chaikosc(tsobj, ParameterName, ParameterValue, ... )
Arguments
highp |
High price (vector) |
lowp |
Low price (vector) |
|
Closing price (vector) |
tvolume |
Volume traded (vector) |
|
Financial time series object |
Description
The Chaikin oscillator is calculated by subtracting the 10-period exponential moving average of the Accumulation/Distribution (A/D) line from the three-period exponential moving average of the A/D line.
chosc = chaikosc(highp, lowp, closep, tvolume)
calculates the Chaikin oscillator (vector), chosc
, for the set of stock price and volume traded data (tvolume
). The prices that must be included are the high (highp
), low (lowp
), and closing (closep
) prices.
chosc = chaikosc([highp lowp closep tvolume])
accepts a four-column matrix as input.
choscts = chaikosc(tsobj)
calculates the Chaikin Oscillator, choscts
, from the data contained in the financial time series object tsobj
. tsobj
must at least contain data series with names High
, Low
, Close
, and Volume
. These series must represent the high, low, and closing prices, plus the volume traded. choscts
is a financial time series object with the same dates as tsobj
but only one series named ChaikOsc
.
choscts = chaikosc(tsobj, ParameterName, ParameterValue, ...)
accepts parameter name/parameter value pairs as input. These pairs specify the name(s) for the required data series if it is different from the expected default name(s). Valid parameter names are
HighName
: high prices series name
LowName
: low prices series name
CloseName
: closing prices series name
VolumeName
: volume traded series name
Parameter values are the strings that represent the valid parameter names.
Examples
Compute the Chaikin oscillator for Disney stock and plot the results.
load disney.mat dis_CHAIKosc = chaikosc(dis) plot(dis_CHAIKosc) title('Chaikin Oscillator for Disney')
See Also
Reference
Achelis, Steven B., Technical Analysis from A To Z, Second printing, McGraw-Hill, 1995, pp. 91 - 94.
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