Chaikin Volatility

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Chaikin Volatility

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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.




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.





Indicator source data (?)


Number of bars used in the moving average calculation


Number of bars used in the rate of change calculation





// Prints the current value of the 20 period Chaikin Volatility
double value = ChaikinVolatility(20, 20)[0];
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.