gavindiaz/QuanTAlib
1
0
Fork 0
mirror of https://github.com/mihakralj/QuanTAlib.git synced 2026-08-23 21:18:04 +00:00
Code Issues Packages Projects Releases Wiki Activity

Merge branch 'dev'

Browse Source
This commit is contained in:
Miha Kralj
2026-03-13 13:47:10 -07:00
parent a8946cfab7 c75135ab14
commit 86a1db286c
404 changed files with 2754 additions and 1763 deletions
Download Patch File Download Diff File Expand all files Collapse all files
lib/trends_IIR/vidya/Vidya.md
+2 -4
View File
@@ -14,9 +14,7 @@
| **Signature** | [vidya_signature](vidya_signature.md) |
- The Variable Index Dynamic Average (VIDYA) is an adaptive moving average that automatically adjusts its smoothing speed based on market volatility.
- Parameterized by `period`.
- Output range: Tracks input.
- Requires `period` bars of warmup before first valid output (IsHot = true).
- **Similar:** [KAMA](../kama/kama.md), [FRAMA](../frama/frama.md) | **Complementary:** CMO (used internally) | **Trading note:** Chandes Variable Index Dynamic Average; adapts via CMO ratio.
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
The Variable Index Dynamic Average (VIDYA) is an adaptive moving average that automatically adjusts its smoothing speed based on market volatility. When the market is trending (high volatility), VIDYA speeds up to capture the move. When the market is ranging (low volatility), it slows down to filter out the noise.
@@ -117,4 +115,4 @@ VIDYA is an IIR filter with CMO-driven adaptive alpha — not vectorizable acros
1. **Flatlining**: In extremely choppy, sideways markets, CMO can approach 0, causing VIDYA to flatline completely. This is a feature, not a bug.
2. **Sensitivity**: VIDYA is highly sensitive to the period chosen for the CMO. A short period makes it jittery; a long period makes it sluggish.
3. **Comparison**: Often compared to KAMA (Kaufman). KAMA uses Efficiency Ratio (ER); VIDYA uses CMO. They are conceptually similar but mathematically distinct.
3. **Comparison**: Often compared to KAMA (Kaufman). KAMA uses Efficiency Ratio (ER); VIDYA uses CMO. They are conceptually similar but mathematically distinct.