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ChaikinVolatility(Series,Int32,Int32) Method
See Also 
dotnetCHARTING Namespace > FinancialEngine Class > ChaikinVolatility Method : ChaikinVolatility(Series,Int32,Int32) Method


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

Syntax

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
Dim s As Series
Dim lengthOfMA As Integer
Dim noOfPeriods As Integer
Dim value As Series
 
value = FinancialEngine.ChaikinVolatility(s, lengthOfMA, noOfPeriods)
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

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

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