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]

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

input |
Indicator source data (?) |

mAPeriod |
Number of bars used in the moving average calculation |

rOCPeriod |
Number of bars used in the rate of change calculation |

// Prints the current value of the 20 period Chaikin Volatility |

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