---
id: "T:cAlgo.API.Indicators.WilliamsAccumulationDistribution"
kind: "interface"
namespace: "cAlgo.API.Indicators"
url: "https://help.ctrader.com/ctrader-algo/references/Indicators/WilliamsAccumulationDistribution/"
---

> Documentation index for agents: https://help.ctrader.com/ctrader-algo/llms.txt · machine index: https://help.ctrader.com/ctrader-algo/api.json

# WilliamsAccumulationDistribution (interface)

William's Accumulation Distribution is an oscillator that can identify if the market is driven by buyers (accumulation) or by sellers (distribution)

Environments: Desktop supported · CLI supported · Cloud supported.

## Definition

```csharp
public interface WilliamsAccumulationDistribution
```

## Remarks

The divergence between price and the William's Accumulation Distribution. When price is falling and WAD is rising, it is a buying opportunity

## Examples

C#:

```csharp
private WilliamsAccumulationDistribution _williamsAccumulationDistribution;
protected override void Initialize()
{
    _williamsAccumulationDistribution = Indicators.WilliamsAccumulationDistribution();
}
public override void Calculate(int index)
{
    double result = _williamsAccumulationDistribution.Result[index];
}
```

Python:

```python
import clr
clr.AddReference("cAlgo.API")

from cAlgo.API import *

class Test():
    def initialize(self):
        self.williamsAccumulationDistribution = api.Indicators.WilliamsAccumulationDistribution()

    def calculate(self, index):
        result = self.williamsAccumulationDistribution.Result[index]
```

C#:

```csharp
using cAlgo.API;
using cAlgo.API.Indicators;
using System;
using System.Linq;

namespace cAlgo.Robots
{
    // This sample cBot shows how to use the Williams Accumulation Distribution indicator
    public partial class WilliamsAccumulationDistributionSample : Robot
    {
        private double _volumeInUnits;

        private WilliamsAccumulationDistribution _williamsAccumulationDistribution;

        private SimpleMovingAverage _simpleMovingAverage;

        public Position[] BotPositions
        {
            get
            {
                return Positions.FindAll(Label);
            }
        }

        protected override void OnStart()
        {
            _volumeInUnits = Symbol.QuantityToVolumeInUnits(VolumeInLots);

            _williamsAccumulationDistribution = Indicators.WilliamsAccumulationDistribution();

            _simpleMovingAverage = Indicators.SimpleMovingAverage(Bars.ClosePrices, 14);
        }

        protected override void OnBar()
        {
            var correlation = GetCorrelation(14);

            if (correlation > 0.85) return;

            if (Bars.ClosePrices.Last(1) > _simpleMovingAverage.Result.Last(1))
            {
                ClosePositions(TradeType.Buy);

                ExecuteMarketOrder(TradeType.Sell, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips);
            }
            else if (Bars.ClosePrices.Last(1) < _simpleMovingAverage.Result.Last(1))
            {
                ClosePositions(TradeType.Sell);

                ExecuteMarketOrder(TradeType.Buy, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips);
            }
        }

        private void ClosePositions(TradeType tradeType)
        {
            foreach (var position in BotPositions)
            {
                if (position.TradeType != tradeType) continue;

                ClosePosition(position);
            }
        }

        private double GetCorrelation(int period)
        {
            var x = _williamsAccumulationDistribution.Result.Skip(_williamsAccumulationDistribution.Result.Count - period).ToArray();
            var y = Bars.ClosePrices.Skip(Bars.ClosePrices.Count - period).ToArray();

            if (!x.Any() || !y.Any())
            {
                return double.NaN;
            }

            var xSum = x.Sum();
            var ySum = y.Sum();

            var xSumSquared = Math.Pow(xSum, 2);
            var ySumSquared = Math.Pow(ySum, 2);

            var xSquaredSum = x.Select(value => Math.Pow(value, 2)).Sum();
            var ySquaredSum = y.Select(value => Math.Pow(value, 2)).Sum();

            var xAndyProductSum = x.Zip(y, (value1, value2) => value1 * value2).Sum();

            double n = x.Count();

            return (n * xAndyProductSum - xSum * ySum) / Math.Sqrt((n * xSquaredSum - xSumSquared) * (n * ySquaredSum - ySumSquared));
        }
    }
}
```

Python:

```python
import clr

clr.AddReference("cAlgo.API")

# Import cAlgo API types
from cAlgo.API import *

# Import trading wrapper functions
from robot_wrapper import *
import math

class WilliamsAccumulationDistributionSample():
    def on_start(self):
        self.volumeInUnits = api.Symbol.QuantityToVolumeInUnits(api.VolumeInLots)
        self.williamsAccumulationDistribution = api.Indicators.WilliamsAccumulationDistribution()
        self.simpleMovingAverage = api.Indicators.SimpleMovingAverage(api.Bars.ClosePrices, 14)

    def on_bar_closed(self):
        correlation = self.get_correlation(14)

        if correlation > 0.85:
            return

        if api.Bars.ClosePrices.Last(0) > self.simpleMovingAverage.Result.Last(0):
            self.close_positions(TradeType.Buy)
            api.ExecuteMarketOrder(TradeType.Sell, api.SymbolName, self.volumeInUnits, api.Label, api.StopLossInPips, api.TakeProfitInPips)
        elif api.Bars.ClosePrices.Last(0) < self.simpleMovingAverage.Result.Last(0):
            self.close_positions(TradeType.Sell)
            api.ExecuteMarketOrder(TradeType.Buy, api.SymbolName, self.volumeInUnits, api.Label, api.StopLossInPips, api.TakeProfitInPips)

    def get_bot_positions(self):
        return api.Positions.FindAll(api.Label)

    def close_positions(self, tradeType):
        for position in self.get_bot_positions():
            if position.TradeType != tradeType:
                continue
            api.ClosePosition(position)

    def get_correlation(self, periods):
        x = [self.williamsAccumulationDistribution.Result[self.williamsAccumulationDistribution.Result.Count - 1 - v] for v in reversed(range(periods))]
        y = [api.Bars.ClosePrices[api.Bars.ClosePrices.Count - 1 - v] for v in reversed(range(periods))]

        if len(x) == 0 or len(y) == 0:
            return float("nan")

        xSum = sum(x)
        ySum = sum(y)

        xSumSquared = pow(xSum, 2)
        ySumSquared = pow(ySum, 2)

        xSquaredSum = sum([pow(v, 2) for v in x])
        ySquaredSum = sum([pow(v, 2) for v in y])

        xAndyProductSum = sum([x[i] * y[i] for i in range(len(x))])

        n = len(x)

        return (n * xAndyProductSum - xSum * ySum) / math.sqrt((n * xSquaredSum - xSumSquared) * (n * ySquaredSum - ySumSquared))
```

config.json:

```json
{
  "AccessRights": "None",
  "TimeZone": "UTC",
  "Parameters": [
    {
      "Name": "VolumeInLots",
      "DisplayName": "Volume (Lots)",
      "Type": "Double",
      "DefaultValue": 0.01,
      "Group": "Trade"
    },
    {
      "Name": "StopLossInPips",
      "DisplayName": "Stop Loss (Pips)",
      "Type": "Double",
      "DefaultValue": 10,
      "Group": "Trade"
    },
    {
      "Name": "TakeProfitInPips",
      "DisplayName": "Take Profit (Pips)",
      "Type": "Double",
      "DefaultValue": 10,
      "Group": "Trade"
    },
    {
      "Name": "Label",
      "Type": "String",
      "DefaultValue": "Sample",
      "Group": "Trade"
    }
  ]
}
```

## Properties

- `IndicatorDataSeries Result {get;}` — Gets the resulting time series of the Williams Accumulation Distribution indicator calculation. [details](https://help.ctrader.com/ctrader-algo/references/Indicators/WilliamsAccumulationDistribution/Result/index.md)

## Inherited members

- `ChartIndicator AddToChart()` (from StandardIndicator) [details](https://help.ctrader.com/ctrader-algo/references/General/StandardIndicator/AddToChart/index.md)
- `Symbol Symbol {get;}` (from StandardIndicator) [details](https://help.ctrader.com/ctrader-algo/references/General/StandardIndicator/Symbol/index.md)
- `TimeFrame TimeFrame {get;}` (from StandardIndicator) [details](https://help.ctrader.com/ctrader-algo/references/General/StandardIndicator/TimeFrame/index.md)
- `Bars Bars {get;}` (from StandardIndicator) [details](https://help.ctrader.com/ctrader-algo/references/General/StandardIndicator/Bars/index.md)