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<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Strict//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-strict.dtd"><html xmlns="http://www.w3.org/1999/xhtml"><head><title>R: Chaikin Volatility</title> <meta http-equiv="Content-Type" content="text/html; charset=utf-8" /> <link rel="stylesheet" type="text/css" href="R.css" /> </head><body> <table width="100%" summary="page for chaikinVolatility {TTR}"><tr><td>chaikinVolatility {TTR}</td><td style="text-align: right;">R Documentation</td></tr></table> <h2>Chaikin Volatility</h2> <h3>Description</h3> <p>Chaikin Volatility measures the rate of change of the security's trading range. Developed by Marc Chaikin. </p> <h3>Usage</h3> <pre> chaikinVolatility(HL, n = 10, maType, ...) </pre> <h3>Arguments</h3> <table summary="R argblock"> <tr valign="top"><td><code>HL</code></td> <td> <p>Object that is coercible to xts or matrix and contains High-Low prices.</p> </td></tr> <tr valign="top"><td><code>n</code></td> <td> <p>Number of periods for moving average.</p> </td></tr> <tr valign="top"><td><code>maType</code></td> <td> <p>A function or a string naming the function to be called.</p> </td></tr> <tr valign="top"><td><code>...</code></td> <td> <p>Other arguments to be passed to the <code>maType</code> function.</p> </td></tr> </table> <h3>Details</h3> <p>The Chaikin Volatility indicator defines volatility as an increase in the difference between the high and low. </p> <h3>Value</h3> <p>A object of the same class as <code>HL</code> or a vector (if <code>try.xts</code> fails) containing the Chaikin Volatility values. </p> <h3>Note</h3> <p>A rapid increase in Chaikin Volatility indicates an approaching bottom. A slow decrease in Chaikin Volatility indicates an approaching top. </p> <h3>Author(s)</h3> <p>Joshua Ulrich </p> <h3>References</h3> <p>The following site(s) were used to code/document this indicator:<br /> <a href="https://www.fmlabs.com/reference/ChaikinVolatility.htm">https://www.fmlabs.com/reference/ChaikinVolatility.htm</a><br /> <a href="https://www.metastock.com/Customer/Resources/TAAZ/?p=120">https://www.metastock.com/Customer/Resources/TAAZ/?p=120</a><br /> </p> <h3>See Also</h3> <p>See <code><a href="MovingAverages.html">EMA</a></code>, <code><a href="MovingAverages.html">SMA</a></code>, etc. for moving average options; and note Warning section. See <code><a href="ATR.html">TR</a></code> for another volatility measure. </p> <h3>Examples</h3> <pre> data(ttrc) volatility <- chaikinVolatility(ttrc[,c("High","Low")]) </pre> <hr /><div style="text-align: center;">[Package <em>TTR</em> version 0.24.3 <a href="00Index.html">Index</a>]</div> </body></html>