Variable Index Dynamic Average (VIDYA)

EMA variant that scales its smoothing weight by the absolute Chande Momentum Oscillator: strong one-directional momentum makes it track price closely, while choppy sideways action flattens it into a noise filter.

Live Demo

Pick a market regime to see how VIDYA(10) reacts:

Usage

import {VIDYA} from 'trading-signals';
 
// VIDYA yields results once 11 inputs have been added
const vidya = new VIDYA(10);