Variable Index Dynamic Average

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Description

The Variable Index Dynamic Average indicator modifies the Exponential Moving Average by varying the smoothness based on recent volatility.

It takes three parameters: a short period n, a long period m, and a smoothing factor a. a is usually 0.2.

It is built up using a ratio of a long Standard Deviation Over Period to a short Standard Deviation Over Period as as smoothing factor.[1]

Syntax



Inputs

Outputs

Example Usage

Example Calculations

Chart

References