Financial Time Series Toolbox

adosc

Accumulation/Distribution oscillator

Syntax

• ado = adosc(highp, lowp, openp, closep)
  ado = adosc([highp lowp openp closep])
  adots = adosc(tsobj)
  adots = adosc(tsojb, ParameterName, ParameterValue, ...)
  

Arguments

highp	High price (vector)
lowp	Low price (vector)
openp	Opening price (vector)
closep	Closing price (vector)
tsobj	Time series object

Description

ado = adosc(highp, lowp, openp, closep) returns a vector, ado, that represents the Accumulation/Distribution (A/D) oscillator. The A/D oscillator is calculated based on the high, low, opening, and closing prices of each period. Each period is treated individually.

ado = adosc([highp lowp openp closep]) accepts a four column matrix as input. The order of the columns must be high, low, opening, and closing prices.

adots = adosc(tsobj) calculates the Accumulation/Distribution (A/D) oscillator, adots, for the set of stock price data contained in the financial time series object tsobj. The object must contain the high, low, opening, and closing prices. The function assumes that the series are named High, Low, Open, and Close. All are required. adots is a financial time series object with similar dates to tsobj and only one series named ADOsc.

adots = adosc(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
• OpenName: opening prices series name
• CloseName: closing prices series name

Parameter values are the strings that represents the valid parameter names.

Examples

Compute the Accumulation/Distribution oscillator for Disney stock and plot the results:

• load disney.mat
  dis_ADOsc = adosc(dis)
  plot(dis_ADOsc)
  title('A/D Oscillator for Disney')
  
  
  

See Also

adline, willad

adline

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