Chaikin Volatility

Description

The Chaikin Volatility Indicator is the difference between two moving averages of a volume weighted accumulation-distribution line. By comparing the spread between a security’s high and low prices, it quantifies volatility as a widening of the range between the high and the low price.

Syntax

ChaikinVolatility(int mAPeriod, int rOCPeriod)

ChaikinVolatility(ISeries\<double\> input, int mAPeriod, int rOCPeriod)

Returns default value

ChaikinVolatility(int mAPeriod, int rOCPeriod)[int barsAgo]

ChaikinVolatility(ISeries\<double\> input, int mAPeriod, int rOCPeriod)[int barsAgo]

Return Value

double; Accessing this method via an index value [int barsAgo] returns the indicator value of the referenced bar.

Parameters

Parameter	Description
input	Indicator source data (Series<T>)
mAPeriod	Number of bars used in the moving average calculation
rOCPeriod	Number of bars used in the rate of change calculation

Examples

1 // Prints the current value of the 20 period Chaikin Volatility
2 double value = ChaikinVolatility(20, 20)[0];
3 Print("The current Chaikin Volatility value is " + value.ToString());

Source Code

You can view this indicator method source code by selecting the menu New > NinjaScript Editor > Indicators within the NinjaTrader Control Center window.