CAD Class
| Name | Description | |
|---|---|---|
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CAD(ISeries, int, int) | CAD normal constructor. |
| Name | Description | |
|---|---|---|
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AutoUpdate | (inherited from Indicator). |
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Count | Gets the count. (inherited from Indicator). |
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Description | Gets the description. (inherited from TimeSeries). |
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Fields | (inherited from Indicator). |
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First | Gets the first. (inherited from Indicator). |
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FirstDateTime | Datetime of the first item in this time array (inherited from Indicator). |
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Id | Gets the id. (inherited from TimeSeries). |
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Indicators | Gets the indicators. (inherited from TimeSeries). |
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IsMultiIndicator | (inherited from Indicator). |
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IsUseBarSlice | (inherited from Indicator). |
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Item(int, BarData) | Gets the Double at the specified index and bar data. (inherited from Indicator). |
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Item(int) | Gets or sets the Double at the specified index. (inherited from Indicator). |
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Last | Gets the last. (inherited from Indicator). |
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LastDateTime | Datetime of the last item in this time array (inherited from Indicator). |
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Length1 | The length of CAD's EMA1. |
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Length2 | The length2 of CAD's EMA2. |
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MaxLength | (inherited from TimeSeries). |
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Name | Gets the name. (inherited from TimeSeries). |
| Name | Description | |
|---|---|---|
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Add(DateTime, double) | Adds the specified date time. (inherited from TimeSeries). |
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Ago(int) | Agoes the specified n. (inherited from TimeSeries). |
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Attach() | (inherited from Indicator). |
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Calculate(int) | Calculate CAD at the specific index. |
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Clear() | (inherited from Indicator). |
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Clone(ISeries) | |
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Contains(DateTime) | Determines whether [contains] [the specified date time]. (inherited from TimeSeries). |
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Crosses(TimeSeries, DateTime) | Crosseses the specified series. (inherited from TimeSeries). |
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Crosses(double, int) | Crosseses the specified level. (inherited from TimeSeries). |
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Detach() | (inherited from Indicator). |
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Exp() | Exps this instance. The type of this instance must have a parameterless constructor. (inherited from TimeSeries). |
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GetAsymmetry(int, int, int) | Gets the asymmetry. (inherited from TimeSeries). |
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GetAutoCorrelation(int) | Calculate autocorrelation (inherited from TimeSeries). |
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GetAutoCovariance(int) | Calculate autocovariance (inherited from TimeSeries). |
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GetByDateTime(DateTime, SearchOption) | Gets the by date time. (inherited from TimeSeries). |
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GetByIndex(Instrument, int) | (inherited from Indicator). |
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GetByIndex(int, int) | (inherited from Indicator). |
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GetCorrelation(TimeSeries) | Gets the correlation. (inherited from TimeSeries). |
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GetCorrelation(TimeSeries, int, int) | Gets the correlation. (inherited from TimeSeries). |
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GetCorrelation(int, int, int, int) | Gets the correlation. (inherited from TimeSeries). |
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GetCovariance(TimeSeries) | Gets the covariance. (inherited from TimeSeries). |
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GetCovariance(TimeSeries, int, int) | Gets the covariance. (inherited from TimeSeries). |
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GetCovariance(int, int, int, int) | Gets the covariance. (inherited from TimeSeries). |
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GetDateTime(int) | Gets the date time. (inherited from Indicator). |
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GetExcess(int, int, int) | Gets the excess. (inherited from TimeSeries). |
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GetFirst(Instrument) | (inherited from Indicator). |
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GetFirst(int) | (inherited from Indicator). |
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GetIndex(DateTime, IndexOption) | Gets the index. (inherited from Indicator). |
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GetIntersection(TimeSeries) | (inherited from TimeSeries). |
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GetItem(int) | Gets the item. (inherited from TimeSeries). |
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GetLast(Instrument) | (inherited from Indicator). |
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GetLast(int) | (inherited from Indicator). |
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GetMax(DateTime, DateTime) | Gets the maximum. (inherited from Indicator). |
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GetMaxItem() | Gets the maximum item. (inherited from TimeSeries). |
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GetMean() | Calculate mean (inherited from TimeSeries). |
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GetMean(DateTime, DateTime, int) | Calculate mean (inherited from TimeSeries). |
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GetMean(int, int, int) | Calculates mean (inherited from TimeSeries). |
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GetMean(DateTime, DateTime) | Calculate mean (inherited from TimeSeries). |
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GetMean(int, int) | Calculate mean (inherited from TimeSeries). |
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GetMean(int) | Calculate mean (inherited from TimeSeries). |
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GetMedian() | Calculates median (inherited from TimeSeries). |
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GetMedian(DateTime, DateTime, int) | Calculate median (inherited from TimeSeries). |
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GetMedian(int, int, int) | Calculates medain (inherited from TimeSeries). |
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GetMedian(DateTime, DateTime) | Calculate median (inherited from TimeSeries). |
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GetMedian(int, int) | Calculate median (inherited from TimeSeries). |
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GetMedian(int) | Calculate median (inherited from TimeSeries). |
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GetMin(DateTime, DateTime) | Gets the minimum. (inherited from Indicator). |
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GetMinItem() | Gets the minimum item. (inherited from TimeSeries). |
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GetMoment(int, int, int, int) | Gets the moment. (inherited from TimeSeries). |
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GetNegativeSeries() | Returns new double series with negative data entries from this array (inherited from TimeSeries). |
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GetNegativeStdDev() | Calculate standard deviation of negative data entries (inherited from TimeSeries). |
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GetNegativeStdDev(DateTime, DateTime) | Calculate standard deviation of negative data entries (inherited from TimeSeries). |
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GetNegativeStdDev(DateTime, DateTime, int) | Calculate standard deviation of negative data entries (inherited from TimeSeries). |
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GetNegativeStdDev(int, int) | Calculate standard deviation of negative data entries (inherited from TimeSeries). |
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GetNegativeStdDev(int, int, int) | Calculate standard deviation of negative data entries (inherited from TimeSeries). |
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GetNegativeStdDev(int) | Calculate standard deviation of negative data entries (inherited from TimeSeries). |
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GetNegativeVariance(int, int, int) | Calculate variance of negative data entries (inherited from TimeSeries). |
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GetNegativeVariance() | Calculate variance of negative data entries (inherited from TimeSeries). |
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GetNegativeVariance(DateTime, DateTime) | Calculate variance of negative data entries (inherited from TimeSeries). |
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GetNegativeVariance(DateTime, DateTime, int) | Gets the negative variance. (inherited from TimeSeries). |
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GetNegativeVariance(int, int) | Calculate variance of negative data entries (inherited from TimeSeries). |
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GetNegativeVariance(int) | Calculate variance of negative data entries (inherited from TimeSeries). |
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GetPercentReturnSeries() | Gets the percent return series. (inherited from TimeSeries). |
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GetPositiveSeries() | Returns new double series with positive data entries from this array (inherited from TimeSeries). |
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GetPositiveStdDev() | Calculate standard deviation of positive data entries (inherited from TimeSeries). |
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GetPositiveStdDev(DateTime, DateTime) | Calculate standard deviation of positive data entries (inherited from TimeSeries). |
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GetPositiveStdDev(DateTime, DateTime, int) | Calculate standard deviation of positive data entries (inherited from TimeSeries). |
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GetPositiveStdDev(int, int) | Calculate standard deviation of positive data entries (inherited from TimeSeries). |
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GetPositiveStdDev(int, int, int) | Calculate standard deviation of positive data entries (inherited from TimeSeries). |
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GetPositiveStdDev(int) | Calculate standard deviation of positive data entries (inherited from TimeSeries). |
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GetPositiveVariance(int, int, int) | Calculate variance of positive data entries (inherited from TimeSeries). |
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GetPositiveVariance() | Calculate variance of positive data entries (inherited from TimeSeries). |
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GetPositiveVariance(DateTime, DateTime) | Calculate variance of positive data entries (inherited from TimeSeries). |
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GetPositiveVariance(DateTime, DateTime, int) | Gets the positive variance. (inherited from TimeSeries). |
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GetPositiveVariance(int, int) | Calculate variance of positive data entries (inherited from TimeSeries). |
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GetPositiveVariance(int) | Calculate variance of positive data entries (inherited from TimeSeries). |
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GetReturnSeries() | Gets the return series. (inherited from TimeSeries). |
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GetStdDev() | Calculate standard deviation (inherited from TimeSeries). |
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GetStdDev(DateTime, DateTime) | Calculate standard deviation (inherited from TimeSeries). |
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GetStdDev(DateTime, DateTime, int) | Calculate standard deviation (inherited from TimeSeries). |
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GetStdDev(int, int) | Calculate standard deviation (inherited from TimeSeries). |
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GetStdDev(int, int, int) | Calculate standard deviation (inherited from TimeSeries). |
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GetStdDev(int) | Calculate standard deviation (inherited from TimeSeries). |
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GetSum() | Calculate sum (inherited from TimeSeries). |
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GetSum(int, int, int) | Calculate sum (inherited from TimeSeries). |
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GetTimeSeriesItem(int) | (inherited from TimeSeries). |
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GetValue(int) | Gets the value. (inherited from TimeSeries). |
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GetVariance() | Calculate variance (inherited from TimeSeries). |
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GetVariance(int, int, int) | Calculate variance (inherited from TimeSeries). |
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GetVariance(DateTime, DateTime) | Calculate variance (inherited from TimeSeries). |
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GetVariance(DateTime, DateTime, int) | Gets the variance. (inherited from TimeSeries). |
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GetVariance(int, int) | Calculate variance (inherited from TimeSeries). |
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GetVariance(int) | Calculate variance (inherited from TimeSeries). |
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IndexOf(DateTime, SearchOption) | Indexes the of. (inherited from TimeSeries). |
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Init() | Init CAD indicator. |
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Log() | Logs this instance. The type of this instance must have a parameterless constructor. (inherited from TimeSeries). |
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Log10() | Log10s this instance. The type of this instance must have a parameterless constructor. (inherited from TimeSeries). |
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Pow(double) | Pows the specified pow. The type of this instance must have a parameterless constructor. (inherited from TimeSeries). |
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Remove(int) | Removes the specified index. (inherited from TimeSeries). |
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Shift(int) | Shifts the specified offset. (inherited from TimeSeries). |
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Sqrt() | SQRTs this instance. The type of this instance must have a parameterless constructor. (inherited from TimeSeries). |
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Value(ISeries, int, int, int) | Calculate CAD for the specific instance of ISeries, index and pair of lengths. |
| Name | Description | |
|---|---|---|
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Addition | Implements the +. (inherited from TimeSeries). |
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Addition | Implements the +. (inherited from TimeSeries). |
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Addition | Implements the +. (inherited from TimeSeries). |
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Division | Implements the /. (inherited from TimeSeries). |
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Division | Implements the /. (inherited from TimeSeries). |
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Division | Implements the /. (inherited from TimeSeries). |
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Multiply | Implements the *. (inherited from TimeSeries). |
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Multiply | Implements the *. (inherited from TimeSeries). |
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Multiply | Implements the *. (inherited from TimeSeries). |
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Subtraction | Implements the -. (inherited from TimeSeries). |
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Subtraction | Implements the -. (inherited from TimeSeries). |
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Subtraction | Implements the -. (inherited from TimeSeries). |
| Name | Description | |
|---|---|---|
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ad | |
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calculate | (inherited from Indicator). |
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description | (inherited from TimeSeries). |
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ema1 | |
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ema2 | |
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input | (inherited from Indicator). |
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length1 | |
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length2 | |
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name | (inherited from TimeSeries). |
Inspired by the prior work of Joe Granville and Larry Williams, Marc Chaikin developed
a new volume indicator, extending the work done by his predecessors. The Chaikin Oscillator
is a moving average oscillator based on the Accumulation/Distribution indicator.
The most important signal generated by the Chaikin Oscillator occurs when prices reach a new high or new low for a swing, particularly at an overbought or oversold level, and the oscillator fails to exceed its previous extreme reading and then reverses direction.
Signals in the direction of the intermediate-term trend are more reliable than those against the trend. A confirmed high or low does not imply any further price action in that direction.
A second way to use the Chaikin Oscillator is to view a change of direction in the oscillator as a buy or sell signal, but only in the direction of the trend. For example, if we say that a stock that is above its 90-day moving average of price is in an up-trend, then an upturn of the oscillator while in negative territory would constitute a buy signal only if the stock were above its 90-day moving average--not below it. A downturn of the oscillator while in positive territory (above zero) would be a sell signal if the stock were below its 90-day moving average of closing prices."
This indicator is described in more details in the Steve Achelis' book "Technical Analysis from A to Z".
Formula:
The most important signal generated by the Chaikin Oscillator occurs when prices reach a new high or new low for a swing, particularly at an overbought or oversold level, and the oscillator fails to exceed its previous extreme reading and then reverses direction.
Signals in the direction of the intermediate-term trend are more reliable than those against the trend. A confirmed high or low does not imply any further price action in that direction.
A second way to use the Chaikin Oscillator is to view a change of direction in the oscillator as a buy or sell signal, but only in the direction of the trend. For example, if we say that a stock that is above its 90-day moving average of price is in an up-trend, then an upturn of the oscillator while in negative territory would constitute a buy signal only if the stock were above its 90-day moving average--not below it. A downturn of the oscillator while in positive territory (above zero) would be a sell signal if the stock were below its 90-day moving average of closing prices."
This indicator is described in more details in the Steve Achelis' book "Technical Analysis from A to Z".
Formula: