tech.nmfin.algoquant.demo.model.technical

Class AccumulationDistributionLineDemo

java.lang.Object

tech.nmfin.algoquant.demo.model.technical.AccumulationDistributionLineDemo

@Demo
public class AccumulationDistributionLineDemo
extends Object

Demonstrates an ADL/price divergence strategy driven by daily OHLCV bars. The implemented rule targets +1 unit when smoothed price changes are positive and smoothed money-flow volume is negative, and -1 unit for the reverse signs. It targets zero otherwise. This documents the actual rule, rather than assuming the more usual bullish-divergence interpretation. Prices are synthetic by default; --live downloads Yahoo history. Pass --charts to plot the ADL; performance measures appear in the console.

Using this example. Adapts OHLCV bars to an indicator-driven strategy and sends only the change from current position to the target. Order quantities are signed product units; this fixed-unit example does not invest all account cash. DemoSupport controls licensing, synthetic data and optional live downloads.

Model and publication. No single original research publication is claimed for this library/example policy.

Implementation in this tutorial. Accumulation/distribution aggregates volume signed by the close’s location within its high-low range. The demo combines that indicator with smoothed price changes. Its actual target rule, documented above, is an example policy and is not evidence that a divergence signal has positive expected return.

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	AccumulationDistributionLineDemo.SimpleADLStrategy

Method Summary

Modifier and Type	Method and Description
static void	main(String[] args)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Method Detail

main

public static void main(String[] args)
                 throws Exception

Throws:

Exception