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Chaikin volatility (10, 10)

10-bar percent change in the EMA(10) of the high-low range: range expansion.

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What it measures

The percent change in a smoothed high-low range: range expansion and contraction, directly.

Inputs
EMA length 10Change length 10
Output
A line, in percent
Feeds
Risk and sizing rules
Warm-up
20 bars before its first reading
Updates
When each bar closes
Filters entries
No. It’s measured and charted, and doesn’t change which entries are taken.
Part of
Chaikin Volatility
Also known as
CHV

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