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