vidya

vidya(series, period)

Parameters

• source (series) – Input series

• period (numeric) – MA period

Returns

series

Returns the Chande volatility index dynamic moving average of source for the period bars. vidya is based on the cmo.

\[\begin{split}\alpha &= \frac{2|\mathrm{cmo}(\mathrm{series}, \mathrm{period})|}{\mathrm{period} + 1} \\ \mathrm{vidya} &= \alpha \mathrm{source} + (1 - \alpha) \mathrm{vidya}_1\end{split}\]