The Variable Moving Average (VMA) dynamically adjusts its own smoothing period to the changing market conditions based on a Volatility Index (VI). While any VI can be used, in this article we will look at how the VMA performs using the Fractal Dimension (D). This measure was originally used by John F Ehlers as a ...…
The Variable Moving Average (VMA) dynamically adjusts its own smoothing period to the changing market conditions based on a Volatility Index (VI). While any VI can be used, in this article we will look at how the VMA performs using the Relative Volatility Index (RVI). The RVI-VMA requires three user selected inputs: A Standard Deviation ...…
The Variable Moving Average (VMA) dynamically adjusts its own smoothing period to the changing market conditions based on a Volatility Index (VI). While any VI can be used, in this article we will look at how the VMA performs using a Vertical Horizontal Filter (VHF). The VHF-VMA requires two user selected inputs: A Vertical Horizontal ...…
The Variable Moving Average (VMA) dynamically adjusts its own smoothing period to the changing market conditions based on a Volatility Index (VI). While any VI can be used, in this article we will look at how the VMA performs using an Efficiency Ratio (ER). This is identical to the modified CMO that Tushar S. Chande ...…
The Variable Moving Average (VMA) dynamically adjusts its own smoothing period to the changing market conditions based on a Volatility Index (VI). While any VI can be used, in this article we will look at how the VMA performs using a Standard Deviation Ratio (SDR). This is the VI that Tushar S. Chande first suggested ...…
The Variable Moving Average (VMA) aka Volatility Index Dynamic Average (VIDYA) was developed by Tushar S. Chande and first presented in the March 1992 edition of Technical Analysis of Stocks & Commodities – Adapting Moving Averages To Market Volatility Chande’s theory was that the performance of an exponential moving average could be improved by using ...…
