First half of the eight indicators that fill out the new family taxonomy. - Rust core: accelerator_oscillator.rs (AcceleratorOscillator — AO minus a short SMA of itself), balance_of_power.rs (BalanceOfPower — per-bar (close-open)/(high-low)), choppiness_index.rs (ChoppinessIndex — summed true range over the high-low span, log-scaled) and vertical_horizontal_filter.rs (VerticalHorizontalFilter — net move over total move). Each with a full Indicator impl, runnable doctest and reference / property / warmup / reset / batch==streaming tests. - Python / Node / WASM: classes wired through all three bindings (BalanceOfPower carries an explicit open column; VHF rides the scalar macros) plus .pyi stubs and __init__.py / __all__ entries. - Wiki: four new Indicator-*.md pages. The eight-family taxonomy restructure (Overview / Home / README / folder layout) lands in F13c once F13b's four indicators are in. cargo fmt + clippy (core/wickra/data/wasm/node) clean; 481 core tests, 25 data tests and 70 doctests green.
3.8 KiB
AcceleratorOscillator
Accelerator Oscillator (AC) — Bill Williams' measure of how fast momentum itself is changing.
Quick reference
| Field | Value |
|---|---|
| Family | Price Oscillators |
| Input type | Candle (uses high, low) |
| Output type | f64 |
| Output range | unbounded around zero |
| Default parameters | ao_fast = 5, ao_slow = 34, signal_period = 5 (Python) |
| Warmup period | ao_slow + signal_period − 1 |
| Interpretation | Acceleration of momentum; zero-line crossings lead the Awesome Oscillator. |
Formula
AO = SMA(median, ao_fast) − SMA(median, ao_slow) (the Awesome Oscillator)
AC = AO − SMA(AO, signal_period)
Where the AwesomeOscillator measures
momentum, the Accelerator measures the change in momentum — it is the AO
minus a short moving average of itself. Because acceleration leads speed, the
AC tends to turn before the AO does. Bill Williams' classic configuration
is the (5, 34) AO with a 5-period signal average.
Parameters
ao_fast,ao_slow— the underlying Awesome Oscillator periods (5,34).signal_period— the moving average of the AO subtracted from it (5).
AcceleratorOscillator::classic() returns the (5, 34, 5) configuration.
Inputs / Outputs
From crates/wickra-core/src/indicators/accelerator_oscillator.rs:
impl Indicator for AcceleratorOscillator {
type Input = Candle;
type Output = f64;
// update(&mut self, input: Candle) -> Option<f64>
}
It is a candle-input indicator — the inner Awesome Oscillator reads the
median price (high + low) / 2. Python's streaming update accepts a 6-tuple
or a dict; the batch helper takes high, low numpy arrays. Node and WASM
expose update(high, low) and the matching batch.
Warmup
AcceleratorOscillator::classic().warmup_period() == 38. The AO first emits at
candle ao_slow; the signal average then needs signal_period AO values.
Edge cases
- Flat market. A flat series gives
AO = 0, soAC = 0throughout. ao_fast >= ao_slow. Rejected at construction.- Reset.
ac.reset()clears the AO and the signal average.
Examples
Rust
use wickra::{BatchExt, Candle, Indicator, AcceleratorOscillator};
fn main() -> Result<(), Box<dyn std::error::Error>> {
let mut ac = AcceleratorOscillator::classic();
let candles: Vec<Candle> = (0..60)
.map(|i| Candle::new(10.0, 11.0, 9.0, 10.0, 1.0, i).unwrap())
.collect();
println!("{:?}", ac.batch(&candles).last().unwrap());
Ok(())
}
Output:
Some(0.0)
A flat market produces a flat AO and therefore a zero Accelerator.
Python
import numpy as np
import wickra as ta
ac = ta.AcceleratorOscillator(5, 34, 5)
n = 60
print(ac.batch(np.full(n, 11.0), np.full(n, 9.0))[-1])
Output:
0.0
Node
const ta = require('wickra');
const ac = new ta.AcceleratorOscillator(5, 34, 5);
const out = ac.batch(Array(60).fill(11), Array(60).fill(9));
console.log(out[out.length - 1]);
Output:
0
Interpretation
Trade the Accelerator like a momentum-acceleration gauge: bars rising above the zero line mean momentum is building, bars falling below mean it is fading. Because it leads the Awesome Oscillator, a colour change in the AC is an early warning that the AO — and price momentum — is about to turn.
Common pitfalls
- Reading the level. Only the sign and the slope matter; the magnitude scales with the instrument.
- Feeding it scalar prices. It needs the
high/lowbar.
References
Bill Williams' Accelerator Oscillator, from Trading Chaos.
See also
- Indicator-AwesomeOscillator.md — the momentum oscillator the Accelerator is built on.
- Indicators-Overview.md — the full taxonomy.