ChaikinVolatility(SeriesCollection,Int32,Int32) Method

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

Syntax

Visual Basic
C#

'Declaration
 
Public Overloads Shared Function ChaikinVolatility( _
   ByVal sc As SeriesCollection, _
   ByVal lengthOfMA As Integer, _
   ByVal noOfPeriods As Integer _
) As SeriesCollection

'Usage
 
Dim sc As SeriesCollection
Dim lengthOfMA As Integer
Dim noOfPeriods As Integer
Dim value As SeriesCollection
 
value = FinancialEngine.ChaikinVolatility(sc, lengthOfMA, noOfPeriods)

public static SeriesCollection ChaikinVolatility( 
   SeriesCollection sc,
   int lengthOfMA,
   int noOfPeriods
)

Parameters

sc: A collection of series objects. For example, to evaluate this indicator for two series you will need to pass a series collection containing this two 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
System.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

Requirements

Target Platforms: Windows 7, Windows Vista SP1 or later, Windows XP SP3, Windows Server 2008 (Server Core not supported), Windows Server 2008 R2 (Server Core supported with SP1 or later), Windows Server 2003 SP2

Reference

FinancialEngine Class
FinancialEngine Members
Overload List