Chaikin Volatility Oscillator
Posted by Mohammad Rahhal, Last modified by Abdullah Almasharfah on 19 December 2018 10:28 AM

 

Overview
The Chaikin Volatility Oscillator is a moving average derivative of the Accumulation/Distribution index.

Interpretation
The Chaikin Volatility Oscillator adjusts with respect to volatility, independent of long-term price action.

Note
ROC is an integer specifying the Rate Of Change to use in the Chaikin calculations
MAType is an integer specifying the moving average type to be used (Simple = 1, Exponential = 2, TimeSeries = 3, Variable = 4, Triangular = 5, Weighted = 6, VIDYA = 7).


Class:
Oscillator


Syntax

Public function ChaikinVolatility(ByRef Data As Database, ByRef OHLCV As RecordSet, ByVal Periods As Integer, ByVal ROC As Integer, ByVal MAType As IntegerOptional ByVal FieldAliasName As String = "") As RecordSet

 

Return Type Returns object of type Recordset
Default Field Name(s) ChaikinVolatility


Sample

Public Sub main()

        'Variables

        Dim _symbolInfo As VTLGeneral.CSymbol=ClientCode.GetSymbolByName("GOLD")

        Dim DB As New VTLGeneral.Database()

        Dim rsOHLCV As New VTLGeneral.RecordSet()

        Dim RecordCount As Integer

        Dim m_Recordset As VTLGeneral.RecordSet

        Dim _historyData As object()

        Dim output As String

        Dim Record As Integer

        Dim m_Date As VTLGeneral.Field

        Dim m_Open As VTLGeneral.Field

        Dim m_High As VTLGeneral.Field

        Dim m_Low As VTLGeneral.Field

        Dim m_Close As VTLGeneral.Field

        Dim j As Integer = 0

        Dim i As Integer = 0

        Dim _recordCount As Integer =ClientCode.Bars(_symbolInfo.ID,VTLGeneral.ENUM_PERIOD.Day)
        

        m_Recordset = DB.CreateRecord

        m_Open = New VTLGeneral.Field

        m_High = New VTLGeneral.Field

        m_Low = New VTLGeneral.Field

        m_Close = New VTLGeneral.Field
 

        DB.RecordCount = _recordCount

        RecordCount = _recordCount
 

        'Initialize Recordsets

        m_Open.initialize(_recordCount-1, "Open")

        m_High.initialize(_recordCount-1, "High")

        m_Low.initialize(_recordCount-1, "Low")

        m_Close.initialize(_recordCount-1, "Close")

        'load high, low ,open and data

         _historyData = ClientCode.GetChartHistory(_symbolInfo.ID, VTLGeneral.ENUM_PERIOD.Day,VTLGeneral.ENUM_HISTORY_TYPE.HIS_HIGH, _recordCount)
 

         For i  = 0 To _recordCount-1

                m_High.setValue(i,_historyData(i))

         Next
 

        _historyData = ClientCode.GetChartHistory(_symbolInfo.ID, VTLGeneral.ENUM_PERIOD.Day,VTLGeneral.ENUM_HISTORY_TYPE.HIS_LOW, _recordCount)
 

        For i  = 0 To _recordCount-1

                m_Low.setValue(i,_historyData(i))

        Next 


        _historyData = ClientCode.GetChartHistory(_symbolInfo.ID, VTLGeneral.ENUM_PERIOD.Day,VTLGeneral.ENUM_HISTORY_TYPE.HIS_OPEN, _recordCount)
 

        For i  = 0 To _recordCount-1

                m_Open.setValue(i,_historyData(i))

        Next 


        _historyData = ClientCode.GetChartHistory(_symbolInfo.ID, VTLGeneral.ENUM_PERIOD.Day,VTLGeneral.ENUM_HISTORY_TYPE.HIS_CLOSE, _recordCount)
 

        For i  = 0 To _recordCount-1

                m_Close.setValue(i,_historyData(i))

        Next 
 

        m_Recordset.addField(m_Open)

        m_Recordset.addField(m_High)

        m_Recordset.addField(m_Low)

        m_Recordset.addField(m_Close)


        'WeightedMovingAverage indicator 

        Dim _indRecord As New VTLGeneral.RecordSet()

        Dim osc As New VTLGeneral.Oscillator ()

        _indRecord = osc.ChaikinVolatility(DB,m_Recordset,14,1,5)
 

        For i = 0 To DB.getRecordCount-1

                output = output  &  CSTR(_indRecord.getValue(_indRecord.getName(1), i) ) & vbcrlf

        Next
 

        GUI.MsgDialog(output)

 

End Sub

 


See Also


Back to VTL Server Script Index

 

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