ChaikinOscillator — Chaikin Oscillator

A MACD built on the accumulation/distribution line instead of price: fast minus slow EMA of A/D. It reads money-flow momentum rather than level, which fixes the main weakness of the raw A/D line — that its absolute value means nothing.

Signature

ChaikinOscillator(fast, slow, on=<source>)

Argument	Type	Required	Notes
fast	int Param or literal	Yes	Fast EMA of A/D. Default 3, bounds 1–200.
slow	int Param or literal	Yes	Slow EMA of A/D. Default 10, bounds 2–400.
on=	symbol	No	Source symbol. Defaults to the trade symbol. Reads high, low, close, volume.

Formula

$$ \text{ChaikinOsc} = \text{EMA}(AD, f) - \text{EMA}(AD, s) $$

Warmup

Both EMAs seed from the first A/D value; converges over roughly 3 × slow bars.

Reading the value

co.value
co.crossed_above(0)

Example

class ChaikinMomentum(Strategy):
    """Zero-line cross of money-flow momentum."""
    trade = Symbol()
    sizing = FixedCapital()

    def execute(self):
        co = ChaikinOscillator(3, 10, on=self.trade)
        if co.crossed_above(0) and self.trade.is_flat:
            self.buy(self.trade, reason="Money flow turning up")
        if co.crossed_below(0) and self.trade.is_long:
            self.sell(self.trade, self.trade.position, reason="Money flow turning down")

Notes

• Marc Chaikin’s oscillator on his own A/D line.