AccumulationDistribution — Accumulation/Distribution

Chaikin’s cumulative money-flow line: where in its range each bar closed (−1 at the low, +1 at the high) times its volume, accumulated. Like OBV, the level means nothing — the slope and divergences do.

Signature

AccumulationDistribution(period, on=<source>)

Argument	Type	Required	Notes
period	int Param or literal	Yes	SMA smoothing of the line. 1 returns the raw accumulator. Bounds 1–200.
on=	symbol	No	Source symbol. Defaults to the trade symbol. Reads high, low, close, volume.

Formula

$$ CLV = \frac{(C - L) - (H - C)}{H - L}, \quad AD_t = AD_{t-1} + CLV \cdot V $$

A bar with no range contributes 0.

Warmup

Starts at 0; accumulates from the first bar. Resets per run and per walk-forward window.

Reading the value

ad.value
ad.value > ad.value_at(20)

Example

class AdDivergenceGuard(Strategy):
    """Stay long only while the A/D line confirms the trend."""
    trade = Symbol()
    sizing = FixedCapital()

    def execute(self):
        ad = AccumulationDistribution(1, on=self.trade)
        sma = SMA(50, on=self.trade)
        if self.trade.close > sma.value and ad.value > ad.value_at(20) and self.trade.is_flat:
            self.buy(self.trade, reason="Trend with accumulation")
        if ad.value < ad.value_at(20) and self.trade.is_long:
            self.sell(self.trade, self.trade.position, reason="Distribution")

Notes

• Marc Chaikin’s A/D line.
• ChaikinMoneyFlow is the windowed, bounded form — usually the more useful one for a rule.