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AccumulationDistributionLineDemo
This is an earlier AlgoQuant usage tutorial record. Its numerical results are irrelevant to the teaching purpose. See the maintained tutorial and the learning directory.
Synthetic-data demonstration. Source · Verified execution · Data-and-methodology · Reproduce-the-results
Uses ten-observation arithmetic moving averages of daily price changes and ADL increments (money-flow volume). The implemented rule targets +1 unit when price changes are positive and ADL increments negative, -1 for the reverse signs, and zero otherwise. Orders are target minus current position. This is the actual implemented direction; it should not be read as the conventional bullish-divergence rule.
| Item | Value |
|---|---|
| Instrument label | AAPL |
| Requested interval (end excluded) | 2010-01-01 to 2015-01-01 |
| Data | Generated weekday OHLCV bars |
| Mode | Offline, headless; script passes --quick (only dynamic demo changes its workload) |
| NAV observations | 1304 |
| Executions | 103 |
| P&L | 320.358462 |
| InformationRatioForTrades | 1.018946 |
| OmegaForTrades | 20.224689 |
The run passed the nonempty/finite NAV check. Execution count counts fills; it is not necessarily a count of completed round-trip trades. NAV observations count the report's valuations.
mvn exec:java -Dexec.mainClass=tech.nmfin.algoquant.demo.model.technical.AccumulationDistributionLineDemo -Dexec.args="--quick"A valid external NM license and Maven authentication are required; see Reproduce-the-results.