Chaikin volatility
chaikvolat
has been partially removed and will no longer accept a
fints
object (tsobj
)
argument. Use a matrix, timetable
, or table
instead for financial time series.
Use fts2timetable
to convert a
fints
object to a timetable
object.
calculates the Chaikin volatility from a data series of high and low stock prices.volatility
= chaikvolat(Data
)
adds optional name-value pair arguments. volatility
= chaikvolat(___,Name,Value
)
[1] Achelis, S. B. Technical Analysis from A to Z. Second Edition. McGraw-Hill, 1995, pp. 304–305.