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;
}

Example 2

using cAlgo.API;
using cAlgo.API.Indicators;
namespace cAlgo.Robots
{
    // This sample cBot shows how to use the Vidya indicator
    [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class VidyaSample : Robot
    {
        private double _volumeInUnits;
        private Vidya _fastVidya;
        private Vidya _slowVidya;
        [Parameter("Source", Group = "Fast MA")]
        public DataSeries FastMaSource { get; set; }
        [Parameter("Period", DefaultValue = 9, Group = "Fast MA")]
        public int FastMaPeriod { get; set; }
        [Parameter("Source", Group = "Slow MA")]
        public DataSeries SlowMaSource { get; set; }
        [Parameter("Period", DefaultValue = 20, Group = "Slow MA")]
        public int SlowMaPeriod { get; set; }
        [Parameter("Volume (Lots)", DefaultValue = 0.01, Group = "Trade")]
        public double VolumeInLots { get; set; }
        [Parameter("Stop Loss (Pips)", DefaultValue = 10, Group = "Trade")]
        public double StopLossInPips { get; set; }
        [Parameter("Take Profit (Pips)", DefaultValue = 10, Group = "Trade")]
        public double TakeProfitInPips { get; set; }
        [Parameter("Label", DefaultValue = "Sample", Group = "Trade")]
        public string Label { get; set; }
        public Position[] BotPositions
        {
            get
            {
                return Positions.FindAll(Label);
            }
        }
        protected override void OnStart()
        {
            _volumeInUnits = Symbol.QuantityToVolumeInUnits(VolumeInLots);
            _fastVidya = Indicators.Vidya(FastMaSource, FastMaPeriod, 0.65);
            _slowVidya = Indicators.Vidya(SlowMaSource, SlowMaPeriod, 0.6);
        }
        protected override void OnBar()
        {
            if (_fastVidya.Result.HasCrossedAbove(_slowVidya.Result, 0))
            {
                ClosePositions(TradeType.Sell);
                ExecuteMarketOrder(TradeType.Buy, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips);
            }
            else if (_fastVidya.Result.HasCrossedBelow(_slowVidya.Result, 0))
            {
                ClosePositions(TradeType.Buy);
                ExecuteMarketOrder(TradeType.Sell, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips);
            }
        }
        private void ClosePositions(TradeType tradeType)
        {
            foreach (var position in BotPositions)
            {
                if (position.TradeType != tradeType) continue;
                ClosePosition(position);
            }
        }
    }
}
Reference