145 lines
3.8 KiB
Markdown
145 lines
3.8 KiB
Markdown
# AcceleratorOscillator
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> Accelerator Oscillator (AC) — Bill Williams' measure of how fast
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> momentum itself is changing.
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## Quick reference
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| Field | Value |
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|-------|-------|
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| Family | Price Oscillators |
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| Input type | `Candle` (uses `high`, `low`) |
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| Output type | `f64` |
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| Output range | unbounded around zero |
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| Default parameters | `ao_fast = 5`, `ao_slow = 34`, `signal_period = 5` (Python) |
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| Warmup period | `ao_slow + signal_period − 1` |
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| Interpretation | Acceleration of momentum; zero-line crossings lead the Awesome Oscillator. |
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## Formula
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```
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AO = SMA(median, ao_fast) − SMA(median, ao_slow) (the Awesome Oscillator)
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AC = AO − SMA(AO, signal_period)
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```
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Where the [`AwesomeOscillator`](Indicator-AwesomeOscillator.md) measures
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momentum, the Accelerator measures the *change* in momentum — it is the AO
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minus a short moving average of itself. Because acceleration leads speed, the
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`AC` tends to turn before the `AO` does. Bill Williams' classic configuration
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is the `(5, 34)` AO with a `5`-period signal average.
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## Parameters
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- `ao_fast`, `ao_slow` — the underlying Awesome Oscillator periods (`5`, `34`).
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- `signal_period` — the moving average of the AO subtracted from it (`5`).
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`AcceleratorOscillator::classic()` returns the `(5, 34, 5)` configuration.
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## Inputs / Outputs
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From `crates/wickra-core/src/indicators/accelerator_oscillator.rs`:
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```rust
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impl Indicator for AcceleratorOscillator {
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type Input = Candle;
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type Output = f64;
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// update(&mut self, input: Candle) -> Option<f64>
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}
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```
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It is a **candle-input** indicator — the inner Awesome Oscillator reads the
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median price `(high + low) / 2`. Python's streaming `update` accepts a 6-tuple
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or a dict; the batch helper takes `high`, `low` numpy arrays. Node and WASM
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expose `update(high, low)` and the matching `batch`.
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## Warmup
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`AcceleratorOscillator::classic().warmup_period() == 38`. The AO first emits at
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candle `ao_slow`; the signal average then needs `signal_period` AO values.
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## Edge cases
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- **Flat market.** A flat series gives `AO = 0`, so `AC = 0` throughout.
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- **`ao_fast >= ao_slow`.** Rejected at construction.
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- **Reset.** `ac.reset()` clears the AO and the signal average.
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## Examples
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### Rust
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```rust
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use wickra::{BatchExt, Candle, Indicator, AcceleratorOscillator};
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fn main() -> Result<(), Box<dyn std::error::Error>> {
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let mut ac = AcceleratorOscillator::classic();
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let candles: Vec<Candle> = (0..60)
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.map(|i| Candle::new(10.0, 11.0, 9.0, 10.0, 1.0, i).unwrap())
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.collect();
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println!("{:?}", ac.batch(&candles).last().unwrap());
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Ok(())
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}
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```
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Output:
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```
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Some(0.0)
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```
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A flat market produces a flat AO and therefore a zero Accelerator.
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### Python
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```python
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import numpy as np
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import wickra as ta
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ac = ta.AcceleratorOscillator(5, 34, 5)
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n = 60
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print(ac.batch(np.full(n, 11.0), np.full(n, 9.0))[-1])
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```
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Output:
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```
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0.0
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```
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### Node
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```javascript
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const ta = require('wickra');
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const ac = new ta.AcceleratorOscillator(5, 34, 5);
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const out = ac.batch(Array(60).fill(11), Array(60).fill(9));
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console.log(out[out.length - 1]);
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```
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Output:
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```
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0
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```
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## Interpretation
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Trade the Accelerator like a momentum-acceleration gauge: bars rising above
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the zero line mean momentum is building, bars falling below mean it is fading.
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Because it leads the Awesome Oscillator, a colour change in the AC is an early
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warning that the AO — and price momentum — is about to turn.
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## Common pitfalls
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- **Reading the level.** Only the sign and the slope matter; the magnitude
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scales with the instrument.
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- **Feeding it scalar prices.** It needs the `high`/`low` bar.
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## References
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Bill Williams' Accelerator Oscillator, from *Trading Chaos*.
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## See also
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- [Indicator-AwesomeOscillator.md](Indicator-AwesomeOscillator.md) — the
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momentum oscillator the Accelerator is built on.
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- [Indicators-Overview.md](../../Indicators-Overview.md) — the full taxonomy.
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