VCH Class

Namespace: OberMind.Indicators
Assembly: OberMind (in OberMind.dll)

Chaikin's Volatility (VCH)

[Serializable()] 
public class VCH : Indicator

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[Serializable()] 
public ref class VCH : public Indicator^

This language is not supported or no code example is available.

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public  
   Serializable() 
class VCH 
   extends Indicator

This language is not supported or no code example is available.

Constructors

	Name	Description
	VCH(ISeries, int, int)	VCH normal constructor.

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Properties

	Name	Description
	AutoUpdate	(inherited from Indicator).
	Count	Gets the count. (inherited from Indicator).
	Description	Gets the description. (inherited from TimeSeries).
	Fields	(inherited from Indicator).
	First	Gets the first. (inherited from Indicator).
	FirstDateTime	Datetime of the first item in this time array (inherited from Indicator).
	Id	Gets the id. (inherited from TimeSeries).
	Indicators	Gets the indicators. (inherited from TimeSeries).
	IsMultiIndicator	(inherited from Indicator).
	IsUseBarSlice	(inherited from Indicator).
	Item(int, BarData)	Gets the Double at the specified index and bar data. (inherited from Indicator).
	Item(int)	Gets or sets the Double at the specified index. (inherited from Indicator).
	Last	Gets the last. (inherited from Indicator).
	LastDateTime	Datetime of the last item in this time array (inherited from Indicator).
	Length1	The length of VCH.
	Length2	The length2 of VCH.
	MaxLength	(inherited from TimeSeries).
	Name	Gets the name. (inherited from TimeSeries).

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Methods

	Name	Description
	Add(DateTime, double)	Adds the specified date time. (inherited from TimeSeries).
	Ago(int)	Agoes the specified n. (inherited from TimeSeries).
	Attach()	(inherited from Indicator).
	Calculate(int)	Calculate VCH at the specific index.
	Clear()	(inherited from Indicator).
	Clone(ISeries)
	Contains(DateTime)	Determines whether [contains] [the specified date time]. (inherited from TimeSeries).
	Crosses(TimeSeries, DateTime)	Crosseses the specified series. (inherited from TimeSeries).
	Crosses(double, int)	Crosseses the specified level. (inherited from TimeSeries).
	Detach()	(inherited from Indicator).
	Exp()	Exps this instance. The type of this instance must have a parameterless constructor. (inherited from TimeSeries).
	GetAsymmetry(int, int, int)	Gets the asymmetry. (inherited from TimeSeries).
	GetAutoCorrelation(int)	Calculate autocorrelation (inherited from TimeSeries).
	GetAutoCovariance(int)	Calculate autocovariance (inherited from TimeSeries).
	GetByDateTime(DateTime, SearchOption)	Gets the by date time. (inherited from TimeSeries).
	GetByIndex(Instrument, int)	(inherited from Indicator).
	GetByIndex(int, int)	(inherited from Indicator).
	GetCorrelation(TimeSeries)	Gets the correlation. (inherited from TimeSeries).
	GetCorrelation(TimeSeries, int, int)	Gets the correlation. (inherited from TimeSeries).
	GetCorrelation(int, int, int, int)	Gets the correlation. (inherited from TimeSeries).
	GetCovariance(TimeSeries)	Gets the covariance. (inherited from TimeSeries).
	GetCovariance(TimeSeries, int, int)	Gets the covariance. (inherited from TimeSeries).
	GetCovariance(int, int, int, int)	Gets the covariance. (inherited from TimeSeries).
	GetDateTime(int)	Gets the date time. (inherited from Indicator).
	GetExcess(int, int, int)	Gets the excess. (inherited from TimeSeries).
	GetFirst(Instrument)	(inherited from Indicator).
	GetFirst(int)	(inherited from Indicator).
	GetIndex(DateTime, IndexOption)	Gets the index. (inherited from Indicator).
	GetIntersection(TimeSeries)	(inherited from TimeSeries).
	GetItem(int)	Gets the item. (inherited from TimeSeries).
	GetLast(Instrument)	(inherited from Indicator).
	GetLast(int)	(inherited from Indicator).
	GetMax(DateTime, DateTime)	Gets the maximum. (inherited from Indicator).
	GetMaxItem()	Gets the maximum item. (inherited from TimeSeries).
	GetMean()	Calculate mean (inherited from TimeSeries).
	GetMean(DateTime, DateTime, int)	Calculate mean (inherited from TimeSeries).
	GetMean(int, int, int)	Calculates mean (inherited from TimeSeries).
	GetMean(DateTime, DateTime)	Calculate mean (inherited from TimeSeries).
	GetMean(int, int)	Calculate mean (inherited from TimeSeries).
	GetMean(int)	Calculate mean (inherited from TimeSeries).
	GetMedian()	Calculates median (inherited from TimeSeries).
	GetMedian(DateTime, DateTime, int)	Calculate median (inherited from TimeSeries).
	GetMedian(int, int, int)	Calculates medain (inherited from TimeSeries).
	GetMedian(DateTime, DateTime)	Calculate median (inherited from TimeSeries).
	GetMedian(int, int)	Calculate median (inherited from TimeSeries).
	GetMedian(int)	Calculate median (inherited from TimeSeries).
	GetMin(DateTime, DateTime)	Gets the minimum. (inherited from Indicator).
	GetMinItem()	Gets the minimum item. (inherited from TimeSeries).
	GetMoment(int, int, int, int)	Gets the moment. (inherited from TimeSeries).
	GetNegativeSeries()	Returns new double series with negative data entries from this array (inherited from TimeSeries).
	GetNegativeStdDev()	Calculate standard deviation of negative data entries (inherited from TimeSeries).
	GetNegativeStdDev(DateTime, DateTime)	Calculate standard deviation of negative data entries (inherited from TimeSeries).
	GetNegativeStdDev(DateTime, DateTime, int)	Calculate standard deviation of negative data entries (inherited from TimeSeries).
	GetNegativeStdDev(int, int)	Calculate standard deviation of negative data entries (inherited from TimeSeries).
	GetNegativeStdDev(int, int, int)	Calculate standard deviation of negative data entries (inherited from TimeSeries).
	GetNegativeStdDev(int)	Calculate standard deviation of negative data entries (inherited from TimeSeries).
	GetNegativeVariance(int, int, int)	Calculate variance of negative data entries (inherited from TimeSeries).
	GetNegativeVariance()	Calculate variance of negative data entries (inherited from TimeSeries).
	GetNegativeVariance(DateTime, DateTime)	Calculate variance of negative data entries (inherited from TimeSeries).
	GetNegativeVariance(DateTime, DateTime, int)	Gets the negative variance. (inherited from TimeSeries).
	GetNegativeVariance(int, int)	Calculate variance of negative data entries (inherited from TimeSeries).
	GetNegativeVariance(int)	Calculate variance of negative data entries (inherited from TimeSeries).
	GetPercentReturnSeries()	Gets the percent return series. (inherited from TimeSeries).
	GetPositiveSeries()	Returns new double series with positive data entries from this array (inherited from TimeSeries).
	GetPositiveStdDev()	Calculate standard deviation of positive data entries (inherited from TimeSeries).
	GetPositiveStdDev(DateTime, DateTime)	Calculate standard deviation of positive data entries (inherited from TimeSeries).
	GetPositiveStdDev(DateTime, DateTime, int)	Calculate standard deviation of positive data entries (inherited from TimeSeries).
	GetPositiveStdDev(int, int)	Calculate standard deviation of positive data entries (inherited from TimeSeries).
	GetPositiveStdDev(int, int, int)	Calculate standard deviation of positive data entries (inherited from TimeSeries).
	GetPositiveStdDev(int)	Calculate standard deviation of positive data entries (inherited from TimeSeries).
	GetPositiveVariance(int, int, int)	Calculate variance of positive data entries (inherited from TimeSeries).
	GetPositiveVariance()	Calculate variance of positive data entries (inherited from TimeSeries).
	GetPositiveVariance(DateTime, DateTime)	Calculate variance of positive data entries (inherited from TimeSeries).
	GetPositiveVariance(DateTime, DateTime, int)	Gets the positive variance. (inherited from TimeSeries).
	GetPositiveVariance(int, int)	Calculate variance of positive data entries (inherited from TimeSeries).
	GetPositiveVariance(int)	Calculate variance of positive data entries (inherited from TimeSeries).
	GetReturnSeries()	Gets the return series. (inherited from TimeSeries).
	GetStdDev()	Calculate standard deviation (inherited from TimeSeries).
	GetStdDev(DateTime, DateTime)	Calculate standard deviation (inherited from TimeSeries).
	GetStdDev(DateTime, DateTime, int)	Calculate standard deviation (inherited from TimeSeries).
	GetStdDev(int, int)	Calculate standard deviation (inherited from TimeSeries).
	GetStdDev(int, int, int)	Calculate standard deviation (inherited from TimeSeries).
	GetStdDev(int)	Calculate standard deviation (inherited from TimeSeries).
	GetSum()	Calculate sum (inherited from TimeSeries).
	GetSum(int, int, int)	Calculate sum (inherited from TimeSeries).
	GetTimeSeriesItem(int)	(inherited from TimeSeries).
	GetValue(int)	Gets the value. (inherited from TimeSeries).
	GetVariance()	Calculate variance (inherited from TimeSeries).
	GetVariance(int, int, int)	Calculate variance (inherited from TimeSeries).
	GetVariance(DateTime, DateTime)	Calculate variance (inherited from TimeSeries).
	GetVariance(DateTime, DateTime, int)	Gets the variance. (inherited from TimeSeries).
	GetVariance(int, int)	Calculate variance (inherited from TimeSeries).
	GetVariance(int)	Calculate variance (inherited from TimeSeries).
	IndexOf(DateTime, SearchOption)	Indexes the of. (inherited from TimeSeries).
	Init()	Init VCH indicator.
	Log()	Logs this instance. The type of this instance must have a parameterless constructor. (inherited from TimeSeries).
	Log10()	Log10s this instance. The type of this instance must have a parameterless constructor. (inherited from TimeSeries).
	Pow(double)	Pows the specified pow. The type of this instance must have a parameterless constructor. (inherited from TimeSeries).
	Remove(int)	Removes the specified index. (inherited from TimeSeries).
	Shift(int)	Shifts the specified offset. (inherited from TimeSeries).
	Sqrt()	SQRTs this instance. The type of this instance must have a parameterless constructor. (inherited from TimeSeries).
	Value(ISeries, int, int, int)	Calculate VCH for the specific instance of ISeries, index and pair of lengths.

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Operators

	Name	Description
	Addition	Implements the +. (inherited from TimeSeries).
	Addition	Implements the +. (inherited from TimeSeries).
	Addition	Implements the +. (inherited from TimeSeries).
	Division	Implements the /. (inherited from TimeSeries).
	Division	Implements the /. (inherited from TimeSeries).
	Division	Implements the /. (inherited from TimeSeries).
	Multiply	Implements the *. (inherited from TimeSeries).
	Multiply	Implements the *. (inherited from TimeSeries).
	Multiply	Implements the *. (inherited from TimeSeries).
	Subtraction	Implements the -. (inherited from TimeSeries).
	Subtraction	Implements the -. (inherited from TimeSeries).
	Subtraction	Implements the -. (inherited from TimeSeries).

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Fields

	Name	Description
	calculate	(inherited from Indicator).
	description	(inherited from TimeSeries).
	ema
	hlTS
	input	(inherited from Indicator).
	length1
	length2
	name	(inherited from TimeSeries).

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Remarks

Traders have come to appreciate a number of signals involved in interpreting Chaikin's Volatility. One assumption is that increased volatility accompanies market tops as investors get euphoric or indecisive, and the other is that decreased volatility normally accompanies the latter stages of a market bottom as investors get bored.

Mr. Chaikin interprets signals in the following way:
- a panic sell-off and a market bottom are indicated by an increase in the value of Chaikin's Volatility indicator in a relatively short period of time.
- a market top and a mature bull market are indicated when the value of Chaikin's indicator decreases over a long period of time.

However, Mr. Chaikin warns that complete reliance on only one indicator may prove costly, and that traders ought to use a Moving Average - Exponential penetration or a trading band system to confirm this or any other indicator.

This indicator is described in more details in the Steve Achelis' book "Technical Analysis from A to Z".

Formula:

Inheritance Hierarchy

OberMind.TimeSeries

OberMind.Indicator

OberMind.Indicators.VCH

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VCH Class

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