Chaikin Oscillator
Calculate the Chaikin Oscillator for a given price series.
The Chaikin Oscillator is a momentum-based indicator that combines price and volume to help identify potential trends and reversals in the market. It is calculated as the difference between the 3-day and 10-day Accumulation/Distribution Line.
The formula is as follows:
\[\text{Chaikin Oscillator} = \operatorname{EMA}(\text{short-window ADL}) - \operatorname{EMA}(\text{long-window ADL})\]Also known as: Chaikin oscillator, volume accumulation.
Chaikin Oscillator in Python
Install the Finance Toolkit with:
pip install financetoolkit -U
Then call get_chaikin_oscillator as shown below.
from financetoolkit import Toolkit
toolkit = Toolkit(tickers=["AAPL", "MSFT"])
toolkit.technicals.get_chaikin_oscillator()
Which returns:
| Date | AAPL | MSFT | Benchmark |
|---|---|---|---|
| 2026-06-18 | -1.81858e+07 | -3.96544e+06 | -3.10439e+07 |
| 2026-06-22 | -2.9078e+07 | -1.41917e+07 | -3.73954e+07 |
| 2026-06-23 | -4.6907e+07 | -1.71047e+07 | -5.04353e+07 |
| 2026-06-24 | -6.61266e+07 | -2.95377e+07 | -5.98313e+07 |
| 2026-06-25 | -9.57547e+07 | -4.28543e+07 | -5.88882e+07 |
| 2026-06-26 | -4.66693e+07 | -5.52418e+06 | -4.76316e+07 |
| 2026-06-29 | -3.41049e+07 | 7.66983e+06 | -2.24146e+07 |
| 2026-06-30 | -7.75122e+06 | 2.18471e+07 | 1.4324e+06 |
| 2026-07-01 | 1.01493e+07 | 3.09708e+07 | 1.0421e+07 |
| 2026-07-02 | 3.81324e+07 | 3.99114e+07 | 1.02634e+07 |
Parameters
The function accepts the following parameters:
- period (str, optional): The time period to consider for historical data. Can be “daily”, “weekly”, “quarterly”, or “yearly”. Defaults to “daily”.
- close_column (str, optional): The column name for closing prices in the historical data. Defaults to “Adj Close”.
- short_window (int, optional): Number of periods for the short-term moving average. Defaults to 3.
- long_window (int, optional): Number of periods for the long-term moving average. Defaults to 10.
- rounding (int | None, optional): The number of decimals to round the results to. Defaults to 4.
- growth (bool, optional): Whether to calculate the growth of the Chaikin Oscillator. Defaults to False.
- lag (int | list[int], optional): The lag to use for the growth calculation.
- standardize (bool, optional): Whether to standardize (Z-Score) the result. When combined with growth=True, standardizes the growth values instead of the raw values. Defaults to False. Defaults to 1.