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Libraries: IncCHVOnArray

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Automated-Trading
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Automated-Trading 2012.01.19 15:46 

IncCHVOnArray:

The CCHOOnArray class is intended for calculation of the Chaikin Volatility indicator (CHV) on indicator buffers. The Test_CHVOnArray.mq5 file is an indicator demonstrating how to use the CCHVOnArray class.

Chaikin's volatility indicator calculates the spread between the maximum and minimum prices. It judges the value of volatility basing on the amplitude between the maximum and the minimum.

Unlike Average True Range, Chaikin's indicator doesn't take gaps into account.

Author: Дмитрий

An example of using the CCHVOnArray class

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