Visual Basic (Declaration) | |
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Public Overloads Shared Function ChaikinVolatility( _ ByVal s As Series, _ ByVal lengthOfMA As Integer, _ ByVal noOfPeriods As Integer _ ) As Series |
Visual Basic (Usage) | Copy Code |
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C# | |
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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.
Exception | Description |
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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.
Indicator Formula
The formula for this indicator is:
- chaikinVolatility = ((H-LAverage - H-LAverage_n_periods_ago)/H-LAverage_n_periods_ago)*100