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Miha Kralj
2026-03-13 13:47:10 -07:00
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lib/trends_IIR/vama/Vama.md
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| **PineScript** | [vama.pine](vama.pine) |
- 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).
- **Similar:** [VIDYA](../vidya/vidya.md), [KAMA](../kama/kama.md) | **Complementary:** Volatility analysis | **Trading note:** Volatility-Adjusted MA; scales smoothing by relative volatility.
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
## The Core Insight
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## 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`