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Chaikin Volatility

Chaikin Volatility is a technical indicator used in financial analysis to assess the level of price volatility in a given market. It is commonly employed by traders and investors to make informed decisions regarding their investments. Amibroker Data Feeder is a useful tool for accessing real-time Chaikin Volatility data, allowing traders to stay updated on market conditions and adjust their strategies accordingly.

_SECTION_BEGIN("Chaikin's Volatility");

//  Chaikin's Volatility indicator compares the spread between a security's
//  high and low prices. This is done by first calculating a moving average of
//  the difference between the daily high and low prices and then calculating
//  the rate of change of that moving average. For more information please
//  check AmiBroker Tips newsletter <a
//  href="http://www.amibroker.com/newsletter/03-2000.html">Issue 3/2000</a>

** Chaikin's Volatility
** AFL Implementation by Tomasz Janeczko

Graph0 = ROC( EMA( High-Low, 10), 10);

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