vidya
Function Name: vidya
Tags: Moving Averages
Category: Trend
The Variable Index Dynamic Average (VIDYA) dynamically adjusts the alpha of an exponential moving average according to the ratio of the Standard Deviation of Close prices over a period of time to the Standard Deviation of Close prices over a longer period of time.
A moving average is generally used for trend identification. Attention is given to the direction in which the average is moving and to the relative position of prices and the moving average. Rising moving average values (direction) and prices above the moving average (position) would indicate an uptrend. Declining moving average values and prices below the moving average would indicate a downtrend.
Author: Tushar Chande, Stanley Kroll
period1 |
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Default Value: 30 | Minimum: 1 | Maximum: 9999 |
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Type: Numeric |
period2 |
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Default Value: 9 | Minimum: 1 | Maximum: 9999 |
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Type: Numeric |
shift |
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Default Value: 0 | Minimum: 0 | Maximum: 100 |
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Type: Numeric |