DSTrading (version 1.0)

VIDA: Variable Index Dynamic Average

Description

Variable Index Dynamic Average

Usage

VIDA(x, n = 9, m = 30, smoothConstant = 0.2, ...)

Arguments

x

a price series

n

a short period number over which to take a running SD

m

a long period number over which to take a running SD

smoothConstant

a parameter that affects smoothing. k*p(t) + (1-k)*p(t-1)

Value

a stream of Variable Index Dynamic Average computations.

References

"http://www.mesasoftware.com/Seminars/TradeStation%20World%2005.pdf"