IIndicatorsAccessor.VariableIndexDynamicAverage

method · IIndicatorsAccessor · cAlgo.API.Internals

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The Variable Index Dynamic Average (VIDYA) indicator is a type of moving average that dynamically adjusts its smoothing period based on market volatility.

Overloads

Signature
`VariableIndexDynamicAverage(DataSeries source, int cmoPeriods, int smoothPeriods)`
`VariableIndexDynamicAverage(int cmoPeriods, int smoothPeriods)`

VariableIndexDynamicAverage(DataSeries source, int cmoPeriods, int smoothPeriods)

The Variable Index Dynamic Average (VIDYA) indicator is a type of moving average that dynamically adjusts its smoothing period based on market volatility.

C#Python

VariableIndexDynamicAverage VariableIndexDynamicAverage(DataSeries source, int cmoPeriods, int smoothPeriods)

api.Indicators.VariableIndexDynamicAverage(source: DataSeries, cmoPeriods: int, smoothPeriods: int) -> VariableIndexDynamicAverage

Parameters

Name	C# type	Python type	Description
`source`	`DataSeries`	`DataSeries`	The source data used for calculation.
`cmoPeriods`	`int`	`int`	The value of the periods used for the Chande Momentum Oscillator (CMO) calculation.
`smoothPeriods`	`int`	`int`	The value of the periods used for the volatility smoothing factor calculation.

Returns VariableIndexDynamicAverage

Examples

C#Python

var vidya = Indicators.VariableIndexDynamicAverage(Bars.ClosePrices, 9, 12);
Print("VIDYA(9, 12): {0}", vidya.Result.LastValue);

vidya = api.Indicators.VariableIndexDynamicAverage(api.Bars.ClosePrices, 9, 12)
api.Print(f"VIDYA(9, 12): {vidya.Result.LastValue}")

VariableIndexDynamicAverage(int cmoPeriods, int smoothPeriods)

The Variable Index Dynamic Average (VIDYA) indicator is a type of moving average that dynamically adjusts its smoothing period based on market volatility.

C#Python

VariableIndexDynamicAverage VariableIndexDynamicAverage(int cmoPeriods, int smoothPeriods)

api.Indicators.VariableIndexDynamicAverage(cmoPeriods: int, smoothPeriods: int) -> VariableIndexDynamicAverage

Parameters

Name	C# type	Python type	Description
`cmoPeriods`	`int`	`int`	The value of the periods used for the Chande Momentum Oscillator (CMO) calculation.
`smoothPeriods`	`int`	`int`	The value of the periods used for the volatility smoothing factor calculation.

Returns VariableIndexDynamicAverage

Examples

C#Python

var vidya = Indicators.VariableIndexDynamicAverage(9, 12);
if (Bars.ClosePrices.LastValue > vidya.Result.LastValue)
    Print("Price is above VIDYA {0}", vidya.Result.LastValue);

vidya = api.Indicators.VariableIndexDynamicAverage(9, 12)
if api.Bars.ClosePrices.LastValue > vidya.Result.LastValue:
    api.Print(f"Price is above VIDYA {vidya.Result.LastValue}")