@pond-ts/financial API Reference
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    Interface ChaikinVolatilityOptions<S, Output>

    interface ChaikinVolatilityOptions<
        S extends SeriesSchema,
        Output extends string,
    > {
        high?: NumericColumnNameForSchema<S>;
        low?: NumericColumnNameForSchema<S>;
        output?: Output;
        period?: number;
        rocPeriod?: number;
    }

    Type Parameters

    • S extends SeriesSchema
    • Output extends string
    Index

    Properties

    high? low? output? period? rocPeriod?

    Properties

    high?: NumericColumnNameForSchema<S>

    High column. Default 'high'.

    low?: NumericColumnNameForSchema<S>

    Low column. Default 'low'.

    output?: Output

    Name of the appended column. Default 'chaikinVol'.

    period?: number

    EMA span over the bar range, in bars. Default 10.

    rocPeriod?: number

    Rate-of-change look-back over that EMA, in bars. Default 10.

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