From af33331d8c2dca12c09c6883f39a65b0b1fa9403 Mon Sep 17 00:00:00 2001
From: Miha Kralj <miha.kralj@outlook.com>
Date: Mon, 7 Nov 2022 09:43:33 -0800
Subject: [PATCH] ADL with tests

---
 Source/Indicators/ADL_Series.cs    | 43 ++++++++++++++++++++++++++++++
 Tests/Validations/Skender_Stock.cs |  9 +++++++
 Tests/Validations/TA_LIB.cs        | 12 +++++++++
 3 files changed, 64 insertions(+)
 create mode 100644 Source/Indicators/ADL_Series.cs

diff --git a/Source/Indicators/ADL_Series.cs b/Source/Indicators/ADL_Series.cs
new file mode 100644
index 00000000..15822ba5
--- /dev/null
+++ b/Source/Indicators/ADL_Series.cs
@@ -0,0 +1,43 @@
+namespace QuanTAlib;
+using System;
+
+/* <summary>
+ADL: Chaikin Accumulation/Distribution Line
+    ADL is a volume-based indicator that measures the cumulative Money Flow Volume:
+
+    1. Money Flow Multiplier = [(Close  -  Low) - (High - Close)] /(High - Low) 
+    2. Money Flow Volume = Money Flow Multiplier x Volume for the Period
+    3. ADL = Previous ADL + Current Period's Money Flow Volume
+
+Sources:
+    https://school.stockcharts.com/doku.php?id=technical_indicators:accumulation_distribution_line
+
+</summary> */
+
+public class ADL_Series : Single_TBars_Indicator
+{
+	private double _lastadl, _lastlastadl;
+
+	public ADL_Series(TBars source, bool useNaN = false) : base(source, 0, useNaN)
+	{
+		this._lastadl = this._lastlastadl = 0;
+		if (_bars.Count > 0)
+		{ base.Add(_bars); }
+	}
+
+	public override void Add((DateTime t, double o, double h, double l, double c, double v) TBar, bool update)
+	{
+		if (update)
+		{ this._lastadl = this._lastlastadl; }
+
+		double _mfm = ((TBar.c - TBar.l) - (TBar.h - TBar.c)) / (TBar.h - TBar.l);
+		double _mfv = _mfm * TBar.v;
+		double _adl = this._lastadl + _mfv;
+
+		this._lastlastadl = this._lastadl;
+		this._lastadl = _adl;
+
+		var ret = (TBar.t, this.Count < this._p - 1 && this._NaN ? double.NaN : _adl);
+		base.Add(ret, update);
+	}
+}
\ No newline at end of file
diff --git a/Tests/Validations/Skender_Stock.cs b/Tests/Validations/Skender_Stock.cs
index 319ed5ca..ad4ab415 100644
--- a/Tests/Validations/Skender_Stock.cs
+++ b/Tests/Validations/Skender_Stock.cs
@@ -99,6 +99,15 @@ public class Skender_Stock
 		Assert.Equal(Math.Round((double)SK.Last().Atr!, 8), Math.Round(QL.Last().v, 8));
 	}
 
+	[Fact]
+	public void ADL()
+	{
+		ADL_Series QL = new(this.bars, false);
+		var SK = this.quotes.GetAdl();
+
+		Assert.Equal(Math.Round((double)SK.Last().Adl!, 6), Math.Round(QL.Last().v, 6));
+	}
+
 	[Fact]
 	public void CCI()
 	{
diff --git a/Tests/Validations/TA_LIB.cs b/Tests/Validations/TA_LIB.cs
index fef809ac..d6aaf804 100644
--- a/Tests/Validations/TA_LIB.cs
+++ b/Tests/Validations/TA_LIB.cs
@@ -13,6 +13,7 @@ public class TA_LIB
 	private readonly double[] inhigh;
 	private readonly double[] inlow;
 	private readonly double[] inclose;
+	private readonly double[] involume;
 
 	public TA_LIB()
 	{
@@ -22,6 +23,7 @@ public class TA_LIB
 		this.inhigh = this.bars.High.v.ToArray();
 		this.inlow = this.bars.Low.v.ToArray();
 		this.inclose = this.bars.Close.v.ToArray();
+		this.involume = this.bars.Volume.v.ToArray();
 	}
 
 	/////////////////////////////////////////
@@ -98,6 +100,16 @@ public class TA_LIB
 		Assert.Equal(Math.Round(this.TALIB[this.TALIB.Length - outBegIdx - 1], 8), Math.Round(QL.Last().v, 8));
 	}
 
+	[Fact]
+	public void ADL()
+	{
+		ADL_Series QL = new(this.bars, false);
+		Core.Ad(this.inhigh, this.inlow, this.inclose, this.involume, 0, this.bars.Count - 1, this.TALIB, out int outBegIdx, out _);
+
+		Assert.Equal(Math.Round(this.TALIB[this.TALIB.Length - outBegIdx - 1], 8), Math.Round(QL.Last().v, 8));
+	}
+
+
 	[Fact]
 	public void ATR()
 	{