Chaikin Volatility measures the rate of change of the security's trading range.
Developed by Marc Chaikin.
Usage
chaikinVolatility(HL, ma = list("EMA", n=10))
Arguments
HL
Object able to be coerced to a matrix, which contains High-Low prices.
ma
A list whose first component is a string containing the moving average
function name; additional parameters may also be specified as named components.
Value
A vector containing the Chaikin Volatility values.
Details
The Chaikin Volatility indicator defines volatility as an increase in the difference
between the high and low.
References
The following site(s) were used to code/document this indicator:
http://www.fmlabs.com/reference/ChaikinVolatility.htmhttp://www.equis.com/Customer/Resources/TAAZ/Default.aspx?c=3&p=120
See Also
See EMA, SMA, etc. for moving average options; and note
Warning section. See TR for another volatility measure.