Highlight all occurrences of selected word in AvalonEdit

To use that HighlightingRule, you would have to create another instance of the highlighting engine (HighlightingColorizer etc.)

It's easier and more efficient to write a DocumentColorizingTransformer that highlights your word:

public class ColorizeAvalonEdit : DocumentColorizingTransformer
{
    protected override void ColorizeLine(DocumentLine line)
    {
        int lineStartOffset = line.Offset;
        string text = CurrentContext.Document.GetText(line);
        int start = 0;
        int index;
        while ((index = text.IndexOf("AvalonEdit", start)) >= 0) {
            base.ChangeLinePart(
                lineStartOffset + index, // startOffset
                lineStartOffset + index + 10, // endOffset
                (VisualLineElement element) => {
                    // This lambda gets called once for every VisualLineElement
                    // between the specified offsets.
                    Typeface tf = element.TextRunProperties.Typeface;
                    // Replace the typeface with a modified version of
                    // the same typeface
                    element.TextRunProperties.SetTypeface(new Typeface(
                        tf.FontFamily,
                        FontStyles.Italic,
                        FontWeights.Bold,
                        tf.Stretch
                    ));
                });
            start = index + 1; // search for next occurrence
        }
    }
}