Accumulation/Distribution (A/D)

Category: volume

Calculates the Accumulation/Distribution (A/D) line, which measures the cumulative flow of money into and out of a security based on price position within the high-low range and volume.

Formula

AD_i = AD_{i+1} + \frac{(Close_i - Low_i) - (High_i - Close_i)}{High_i - Low_i} \times Volume_i

See signal primitives and every published strategy that uses Accumulation/Distribution (A/D) on WOBR StrategyVerse.