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Searching for VIDYA #458502
03/15/16 22:39
03/15/16 22:39
Joined: Jun 2015
Posts: 6
A
Alessio Offline OP
Newbie
Alessio  Offline OP
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Joined: Jun 2015
Posts: 6
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

Re: Searching for VIDYA [Re: Alessio] #458504
03/16/16 05:36
03/16/16 05:36
Joined: Apr 2014
Posts: 482
Sydney, Australia
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boatman Offline
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boatman  Offline
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Joined: Apr 2014
Posts: 482
Sydney, Australia
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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