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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); _SECTION_END();