|Visual Basic (Declaration)|
Public Overloads Shared Function ChaikinVolatility( _ ByVal s As Series, _ ByVal lengthOfMA As Integer, _ ByVal noOfPeriods As Integer _ ) As Series
|Visual Basic (Usage)||Copy Code|
- A financial series.
- The number of periods considered within the evaluation of the moving average for each of the periods on which it can be evaluated.
- An integer which represents the number of previous time periods used over which the comparing moving average is taken.
|ArgumentException||Thrown if either parameter is strictly negative or arrays closes or volumes are empty.|
It quantifies volatility as a widening of the range between the high and the low price.
The formula for this indicator is:
- chaikinVolatility = ((H-LAverage - H-LAverage_n_periods_ago)/H-LAverage_n_periods_ago)*100