chosc = chaikosc(highp, lowp, closep, tvolume) chosc = chaikosc([highp lowp closep tvolume]) choscts = chaikosc(tsobj) choscts = chaikosc(tsobj, 'ParameterName', ParameterValue, ... )
High price (vector)
Low price (vector)
Closing price (vector)
Volume traded (vector)
Financial time series object
The Chaikin oscillator is calculated by subtracting the 10-period exponential moving average of the Accumulation/Distribution (A/D) line from the three-period exponential moving average of the A/D line.
chosc = chaikosc(highp, lowp, closep, tvolume) calculates
the Chaikin oscillator (vector),
chosc, for the
set of stock price and volume traded data (
The required inputs are the prices for the high (
lowp), and closing (
prices and the volume traded data
chosc = chaikosc([highp lowp closep tvolume]) accepts
a four-column matrix as input.
choscts = chaikosc(tsobj) calculates the
choscts, from the data contained
in the financial time series object
at least contain data series with names
Volume. These series must represent the high,
low, and closing prices, plus the volume traded.
a financial time series object with the same dates as
only one series named
choscts = chaikosc(tsobj, 'ParameterName', ParameterValue,
...) accepts parameter name/parameter value pairs as input.
These pairs specify the name(s) for the required data series if it
is different from the expected default name(s). Valid parameter names
HighName: high prices series name
LowName: low prices series name
CloseName: closing prices series
VolumeName: volume traded series
Parameter values are the character vectors that represent the valid parameter names.
Achelis, Steven B., Technical Analysis from A to Z, Second printing, McGraw-Hill, 1995, pp. 91–94.