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Variable Moving Average (VMA) Indicator

The variable moving average is an exponential moving average that adjusts the smoothing percentage based on the volatility of the price data.  The Variable Moving Average is used to account for volatility or lack thereof as the case may be.  In times of low volatility, the moving average time period will be shorter to be more sensitive for when the trend breaks.  In more volatile times, the moving average time period will be longer which ideally will filter out the choppiness.

The Variable Moving Average is also known as the VIDYA Indicator.

See Also

Variable Moving Average (VMA) Indicator Developer Help

Simple Moving Average (SMA) Indicator

Triangular Moving Average (TMA) Indicator

Exponential Moving Average (EMA) Indicator

Double Exponential Moving Average (DEMA) Indicator

Triple Exponential Moving Average (TEMA) Indicator