R: Chaikin Volatility

chaikinVolatility {TTR} | R Documentation

## Chaikin Volatility

### Description

Chaikin Volatility measures the rate of change of the security's trading range. Developed by Marc Chaikin.

### Usage

    chaikinVolatility(HL, n = 10, maType, ...)

### Arguments

`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 `maType` function.

### Details

The Chaikin Volatility indicator defines volatility as an increase in the difference between the high and low.

### Value

A object of the same class as `HL` or a vector (if `try.xts` fails) containing the Chaikin Volatility values.

### Note

A rapid increase in Chaikin Volatility indicates an approaching bottom. A slow decrease in Chaikin Volatility indicates an approaching top.

### Author(s)

Joshua Ulrich

### References

The following site(s) were used to code/document this indicator:
http://www.fmlabs.com/reference/ChaikinVolatility.htm
http://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.

### Examples

    data(ttrc)
    volatility <- chaikinVolatility(ttrc[,c("High","Low")])

[Package TTR version 0.23-1 Index]