Vidya


Summary

Volatility Index Dynamic Average (VIDYA) is a smoothing (moving average) based on dynamically changing periods.

Syntax

public interface Vidya : MovingAverage, IIndicator

Members

NameTypeSummary

Example 1

[Parameter]
public DataSeries Price { get; set; }
[Parameter("Period", DefaultValue = 14)]
public int Period { get; set; }
[Parameter("Sigma", DefaultValue = 0.65, MinValue = 0.1, MaxValue = 0.95)]
public double Sigma { get; set; }
[Output("Main")]
public IndicatorDataSeries Result { get; set; }
private Vidya vidya;
protected override void Initialize()
{
    vidya = Indicators.Vidya(Price, Period, Sigma);
}
public override void Calculate(int index)
{
    // Plot VIDYA to the chart
    Result[index] = vidya.Result.LastValue;
}