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ChaikinVol

Article/Author: Omega Research Inc., 1997

Download: FUNCTION-CHAIKINVOL.ELA

File Includes:
Function - ChaikinVol
Function - ROC (Rate Of Change)

Category: Function > ChaikinVol

Description:

EasyLanguage Code:
INPUTS: P1(NUMERICSERIES), P2(NUMERICSERIES), LENGTH(NUMERICSIMPLE),

ROCLEN(NUMERICSIMPLE) ;

CHAIKINVOL = ROC ( XAVERAGE( P1 - P2, LENGTH ) , ROCLEN ) ;
{ EX: ROC(XAVERAGE( H - L, 10), 12 ) AS IN CHAIKIN VOLATILITY }