chaikosc (Financial Time Series Toolbox)

Chaikin oscillator

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)

closep
Closing price (vector)

tvolume
Volume traded (vector)

tsobj
Financial time series object

`highp`	High price (vector)
`lowp`	Low price (vector)
`closep`	Closing price (vector)
`tvolume`	Volume traded (vector)
`tsobj`	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

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Reference

Achelis, Steven B., Technical Analysis from A To Z, Second printing, McGraw-Hill, 1995, pp. 91 - 94.

candle chaikvolat