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Miha Kralj
2026-02-27 07:48:12 -08:00
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lib/trends_IIR/vama/Vama.md
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# VAMA: Volatility Adjusted Moving Average
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Trend (IIR MA) |
| **Inputs** | OHLCV bar (TBar) |
| **Parameters** | `baseLength` (default 20), `shortAtrPeriod` (default 10), `longAtrPeriod` (default 50), `minLength` (default 5), `maxLength` (default 100) |
| **Outputs** | Single series (Vama) |
| **Output range** | Tracks input |
| **Warmup** | 1 bar |
### TL;DR
- Most moving averages use a fixed lookback period.
- Parameterized by `baselength` (default 20), `shortatrperiod` (default 10), `longatrperiod` (default 50), `minlength` (default 5), `maxlength` (default 100).
- Output range: Tracks input.
- Requires 1 bar of warmup before first valid output (IsHot = true).
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
> "The market doesn't care about your moving average period. VAMA returns the favor by not caring about a fixed period either."
## The Core Insight
@@ -271,4 +288,4 @@ VAMA's ATR-based approach specifically responds to range expansion/contraction,
## References
- Wilder, J.W. (1978). "New Concepts in Technical Trading Systems" - ATR and RMA foundations
- PineScript reference implementation: `vama.pine`
- PineScript reference implementation: `vama.pine`