Chaikin volatility

What does Chaikin volatility measure?

How fast the market's daily range is expanding or shrinking, in percent. Rising values mean candles are getting taller — volatility is waking up.

How is Chaikin volatility calculated?

Take each candle's high minus its low, smooth it with a 10-candle exponential average, and compare today's smoothed value with the one from 10 candles ago as a percentage change.

Written by reading the engine’s real computation, not a textbook — where the two differ, the page describes what actually runs.

How do I use Chaikin volatility in a bot?

In the builder, add an indicator of type chaikin_vol (parameters: ema_length, default 10; roc_length, default 10). Its value becomes an operand you can compare in any entry or exit rule. The engine grades the whole rule honestly: real fills, no look-ahead, half the history held back.

Related indicators

• Chandelier exitA trailing stop that hangs from the recent extreme, a set distance away.
• Close location valueWhere the close landed inside the candle.
• Coeff of variationVolatility measured relative to price level, so a $10 stock and a $500 stock can be compared fairly.
• DrawdownHow far below its recent peak the stock is trading, in percent.

Or browse all 158 indicators in the full library.