Chaikin Volatility
Chaikin Volatility measures the rate of change of the security's trading range. Developed by Marc Chaikin.
chaikinVolatility(HL, n = 10, maType, ...)
HL |
Object that is coercible to xts or matrix and contains High-Low prices. |
n |
Number of periods for moving average. |
maType |
A function or a string naming the function to be called. |
... |
Other arguments to be passed to the |
The Chaikin Volatility indicator defines volatility as an increase in the difference between the high and low.
A object of the same class as HL or a vector (if
try.xts fails) containing the Chaikin Volatility values.
A rapid increase in Chaikin Volatility indicates an approaching bottom. A slow decrease in Chaikin Volatility indicates an approaching top.
Joshua Ulrich
The following site(s) were used to code/document this
indicator:
https://www.fmlabs.com/reference/ChaikinVolatility.htm
https://www.metastock.com/Customer/Resources/TAAZ/?p=120
data(ttrc)
volatility <- chaikinVolatility(ttrc[,c("High","Low")])Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.