Searching for VIDYA

Posted By: Alessio

Searching for VIDYA - 03/15/16 22:39

Hi, I'm looking for the code in Zorro foe VIDYA of Tushar Chande; has anyone it?
Sorry, but I'm not able to write.

thanks
Posted By: boatman

Re: Searching for VIDYA - 03/16/16 05:36

I don't have an implementation of VIDYA, but I believe you can create one quite easily with the MovingAverageVariablePeriod function:

Code:
MovingAverageVariablePeriod(vars Data, vars Periods, int MinPeriod, int MaxPeriod, int MAType)


From what I just found on Google about VIDYA, you would use some measure of volatility as the Periods series. Chande apparently uses something called the CMO.

If this doesn't help you, and no one else has an implementation of this indicator, post the mathematical formula that it uses and I will code it for you.
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