ChaikinVolatility(Series,Int32,Int32) Method

Chaikin's Volatility indicator compares the spread between a security's high and low prices.

[Visual Basic]
Overloads Public Shared Function ChaikinVolatility( _
   ByVal s As Series, _
   ByVal lengthOfMA As Integer, _
   ByVal noOfPeriods As Integer _
) As Series

[C#]
public static Series ChaikinVolatility( 
   Series s,
   int lengthOfMA,
   int noOfPeriods
);

Parameters

s: A financial series.
lengthOfMA: The number of periods considered within the evaluation of the moving average for each of the periods on which it can be evaluated.
noOfPeriods: An integer which represents the number of previous time periods used over which the comparing moving average is taken.

Exceptions

Exception	Description
ArgumentException	Thrown if either parameter is strictly negative or arrays closes or volumes are empty.

Remarks

It quantifies volatility as a widening of the range between the high and the low price.

Indicator Formula

The formula for this indicator is:

chaikinVolatility = ((H-LAverage - H-LAverage_n_periods_ago)/H-LAverage_n_periods_ago)*100

See Also

Language