dotnetCHARTING Send comments on this topic.
ChaikinVolatility(SeriesCollection,Int32,Int32) Method
See Also 
dotnetCHARTING Namespace > FinancialEngine Class > ChaikinVolatility Method : ChaikinVolatility(SeriesCollection,Int32,Int32) Method


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

Syntax

Visual Basic (Declaration) 
Overloads Public Shared Function ChaikinVolatility( _
   ByVal sc As SeriesCollection, _
   ByVal lengthOfMA As Integer, _
   ByVal noOfPeriods As Integer _
) As SeriesCollection
Visual Basic (Usage)Copy Code
Dim sc As SeriesCollection
Dim lengthOfMA As Integer
Dim noOfPeriods As Integer
Dim value As SeriesCollection
 
value = FinancialEngine.ChaikinVolatility(sc, lengthOfMA, noOfPeriods)
C# 
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

ExceptionDescription
ArgumentExceptionThrown 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:

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

See Also