TA_AD





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CapeTools Technical Analysis - Volume Indicators function list

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Chaikin A/D Line : This function is contained within the Volume Indicators set of indicators.

Returns a 1-Column range.

outReal (Doubles).

(Reference - http://www.tadoc.org, http://www.ta-lib.org).

This function requires the input of a Technical Analysis memory data table object key, which must have been produced via a call to MakeHistoricalDB(). This function would have returned a string 'KEY' which is to be passed to the 'Key' parameter of this function.



Note: Within Excel, the function is named - CT.TA.AD




High level graphic of TA_AD() function with parameters. Blue square node is the actual function with the parameters ordered.



Parameter Description


  1. Key parameter

    Key to an already created HistoricalDB object
  2. withHeaders parameter

    Display header information with the output range?
  3. withDates parameter

    Display the Dates column along with the output range?
  4. withData parameter

    Display the 'Open', 'High', 'Low', 'Close' and 'Volume' columns along with the output range?
  5. HighField parameter

    The 'High' Field name within the Historical DB that you wish to apply the analysis upon.
  6. LowField parameter

    The 'Low' Field name within the Historical DB that you wish to apply the analysis upon.
  7. CloseField parameter

    The 'Close' Field name within the Historical DB that you wish to apply the analysis upon.
  8. VolField parameter

    The 'Volume' Field name within the Historical DB that you wish to apply the analysis upon.


Extended information

Function Syntax

VB Syntax


Variant CT_TA_VolumeInd.TA_AD( _
String Key, _
Boolean withHeaders, _
Boolean withDates, _
Boolean withData, _
String HighField, _
String LowField, _
String CloseField, _
String VolField)


Excel Spreadsheet Syntax


=CT.TA.AD(
Excel String Cell Key,
Excel Boolean Value Cell withHeaders,
Excel Boolean Value Cell withDates,
Excel Boolean Value Cell withData,
Excel String Cell HighField,
Excel String Cell LowField,
Excel String Cell CloseField,
Excel String Cell VolField)


C++ Syntax


static CTRangeDataCPP TA_AD(
std::string Key,
bool withHeaders,
bool withDates,
bool withData,
std::string HighField,
std::string LowField,
std::string CloseField,
std::string VolField);


DotNET Syntax


CTRangeData CT_TA_VolumeIndSA.TA_AD(
System.String Key,
System.Boolean withHeaders,
System.Boolean withDates,
System.Boolean withData,
System.String HighField,
System.String LowField,
System.String CloseField,
System.String VolField);

Parameter data types

ArgNameArgTypeIsKey
KeyStringTRUE
withHeadersBooleanFALSE
withDatesBooleanFALSE
withDataBooleanFALSE
HighFieldStringFALSE
LowFieldStringFALSE
CloseFieldStringFALSE
VolFieldStringFALSE


Example Inputs

The first column represents the name of the parameters. The second column specifies whether the parameters are optional or not. Finally the last column provides some sample input data.
Function call input string-keys are always in the format : "NAME.EXTTAG.TICKER" The "EXTTAG.TICKER" part is determined from the output of other, capetools, object creation functions.


ArgNameIsOptional (Excel only)Example
KeyFALSEKeyNAME.EXTTAG.TICKER (from a function call)
withHeadersFALSEtrue
withDatesFALSEtrue
withDataFALSEtrue
HighFieldFALSEHigh
LowFieldFALSELow
CloseFieldFALSEClose
VolFieldFALSEVolume


Example function usage


The C# example below contains all the sub-function calls leading up to this function call. As a result, the example can contain a lot of code.

The VB.NET, J#, C++.NET, Java, Excel VBA, Visual Basic 6 (via COM) and C++ examples below contain function code stubs for the calls leading up to this function call. However, the function call for this function is displayed.
You can easily reproduce the stub functions code from the C# example.


If you are accessing this functrion via the MiniXL libraries, this function is present within the CT.QL.TechnicalAnalysis20 MiniXL Excel Addin.

Within our Excel Example Addin Generator, we have used the following QuantTools sub-functions in order to prepare the arguments needed to call the TA_AD() function. If you are executing this function via the MiniXL libraries, the module addin name, (in brackets, to the right of the sub-functions listed below), indicates the MiniXL library in which the sub-function is held. You will need to load this library into your Excel session (along with any other libraries that the sub-function call within the addin requires (ie - CT.QT.Utils20 addin in almost all cases) in order for the example to compute successfully.

These are the financial QuantTools sub-function calls that are used within the examples :





The objects generated by these sub-functions are inter-connected in the following way :




The following four examples demostrate calling this function within a Microsoft .NET environment

The following four examples demostrate calling this function within a non .NET environment

The following is a sample output from executing the TA_AD() function call


Example
DATEOPENHIGHLOWCLOSEVOLUMEAD
3774629.37529.562528.812529.3125235707856.67
3774729.330229.331529.321729.3269309209749.73
3774829.322629.329829.321729.32622524212554.4
3774929.314929.342929.312629.32693584510543.3
3775029.351929.359829.30629.30971304208.46
3775329.347229.347629.341929.34347024881.298
3775429.347829.387929.321129.344622019-5645.29
3775529.351729.36529.323629.325514065-18419.3
3775629.353929.354829.28629.342423185-3591.68
3775729.324829.343929.3129.322210862-6635.61
3776029.311829.367529.287929.31085649-9034.3
3776129.327129.354229.290329.327512188-7031.58
3776229.343129.361729.287729.3412224622985.26
3776329.344629.36729.306729.34573854014298
3776429.378729.382629.374629.37942339518977
3776729.36729.371229.365629.36962722630645.3
3776829.3729.380829.351729.35462462410929.2
3776929.383729.399229.328829.39062139227094.7
3777029.432929.438229.421429.4318675428702.8
3777129.422629.439829.407429.41251247420155.8
3777429.443429.456329.373229.382632280-4821.39
3777529.347229.367129.338129.34810281-8082.95
3777629.391429.395629.389829.391632318-20341.5
3777729.404629.428129.40229.412813685-22701
3777829.420729.44729.409929.443216217-9806.06
3778129.413929.489729.394829.458918640-3265.37
3778229.464529.486829.428729.430131378-33131.2
3778329.469529.474629.469129.473133987-17682.5
3778429.500329.50529.48729.503914386-5054.83
3778529.50329.522929.472129.5209142748095.24
3778829.508829.570529.491729.5302332897334.83
3778929.532429.54329.507829.5174125601625.74
3779029.521729.548829.510329.53882963315865
3779129.545429.55129.526429.527324907-7219.57
3779229.517829.572229.483829.49432575-32277.3
3779529.476129.4829.475629.478422055-26262.3
3779629.443229.444629.44329.44416188-23941.8
3779729.443129.47529.437129.44037472-30152
3779829.466429.485829.465929.475739791-30751.9
3779929.517229.525229.515929.520519766-30964.4
3780229.489629.51429.479229.485424897-46990.1
3780329.532729.534129.525629.52956168-47498
3780429.563529.569929.545229.548936132-72805
3780529.543929.594529.531429.567727555-68656.5
3780629.550629.571929.545429.547417206-83265.4
3780929.516529.545829.512529.537239247-64290.1
3781029.541329.576129.536229.55956792-63149.6
3781129.580129.599729.542129.59185518-59145.2
3781229.622229.624929.613329.616512897-64926.6
3781329.616829.634429.600529.604629568-87342.5
3781629.584429.593329.578829.586318074-86719.2



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