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Automated-Trading 2012.01.19 12:21 


The CVidyaOnArray class is intended for calculation of VIDYA (Variable Index Dynamic Average) on an indicator buffer.

Variable Index Dynamic Average Technical Indicator (VIDYA) was developed by Tushar Chande. It is an original method of calculating the Exponential Moving Average (EMA) with the dynamically changing period of averaging. Period of averaging depends on the market volatility; as the measure of volatility Chande Momentum Oscillator (CMO) was chosen.

This oscillator measures the rayio between the sum of positive increments and sum of negative increments for a certain period (CMO period). CMO value is used as the ratio to the smoothing factor EMA. Thus VIDYA has to setup parameters: period of CMO and period of EMA.

Author: Дмитрий

An example of using the CVidyaOnArray class

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