Nevron .NET Vision Documentation
Chaikin's Volatility

Syntax
CHV(high; low; periodROC; periodMA)
Arguments
The 'high' parameter is an array that contains the high prices.
The 'low' parameter is an array that contains the low prices.
The 'periodROC' is the rate of change period. The recommended value is 10.
The 'periodMA' is the period for the moving average of the of high - low price difference. The recommended value is 10.
Result
The result is an array.
Description
The Chaikin Volatility function determines the volatility of a security using the percentage change in a moving average of the high versus low price over a given time period. It is most useful in conjunction with a moving average system or price envelopes.
Related Examples
Windows Forms: All Examples\Data Manipulation\Functions\Financial\Technical Price Indicators

 

 


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