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Accumulation Distribution Indicator (AD)

by bug man, 1899 days ago
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The Accumulation/Distribution or A/D indicator tries to determine whether the current security is controlled by buyers (accumulation) or by sellers (distribution). It acts as a leading indicator and it is calculated by summing over a specific number of bars, a formula that uses the close, high, low and volume prices. The more volume there is for a specific bar and the more the price change will contribute to the value of the indicator.

Trading signals are given by the divergence between the indicator time-series and the close price time-series. A bullish signal occurs when there is a bullish divergence; that is, the close price is making a new low while the indicator fails to make a new low. A bearish signal occurs when there is a bearish divergence; the close price is making a new high while the indicator fails to make a new high.

You can use the following SEARCHFOR function to detect bearish divergences between the accumulation/distribution indicator and the close price.

acc = AccumulationDistribution(30);
var2 = SEARCHFOR acc < 0.9 * _max(acc) && close >= _max(close) AFTER 30 WITHIN 100;

The SEARCHFOR formula tells the application to search for instances (within the last 100 bars; rejects instances that last less than 31 bars) where the close price is at its highest value and the A/D indicator is below 90% of its highest value.

This is just an example; there are many other ways to detect divergences.


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Type: Trading Indicator

Object ID: 173


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