Chaikin Volatility (CV)

The Chaikin Volatility Oscillator is a moving average derivative of the Accumulation / Distribution index. This indicator quantifies volatility as a widening of the range between the high and the low price.

 

BUY{
SET VOL = CV(50,2,SIMPLE);
SET TRIG = REF(VOL,1) * 3;
SET MA = SMA(CLOSE,100);
VOL >= TRIG AND REF(VOL,1) > 0.1 AND CLOSE > MA;}

LONGEXIT{
SET MA = EMA(CLOSE,9);
CROSSOVER(MA,CLOSE);}

SELL{
SET VOL = CV(50,2,SIMPLE);
SET TRIG = REF(VOL,1) * 3;
SET MA = SMA(CLOSE,100);
VOL >= TRIG AND REF(VOL,1) > 0.1 AND CLOSE < MA;}

SHORTEXIT{
SET MA = EMA(CLOSE,9);
CROSSOVER(CLOSE,MA);}

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