// Chaikin Volatility
//
// https://www.investopedia.com/terms/c/chaikinoscillator.asp
// https://www.incrediblecharts.com/indicators/chaikin_volatility.php
//
DEFPARAM CalculateOnLastBars = 1000
//Periods    = 10
//AvgT       = 1
//Periods2   = 10
//AvgT2      = 0
Periods      = max(1,min(999,Periods))
AvgT         = max(0,min(6,AvgT))
Periods2     = max(1,min(999,Periods2))
AvgT2        = max(0,min(6,AvgT2))
HImenoLO     = high - low
x1           = average[Periods,AvgT](HImenoLO)
x2           = average[Periods2,AvgT2](HImenoLO[Periods2])
VolatChaikin = ((x1 - x2) / x2) * 100
RETURN VolatChaikin AS "Chaikin Volatility"