Trend indicators

VIDYA: Variable Index Dynamic Average

An exponential average that speeds up when momentum is strong and slows down when it is weak.

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Идея простыми словами

It watches the balance between up moves and down moves (the Chande Momentum Oscillator). Strong one-sided momentum makes the average follow faster; balanced, indecisive trading makes it slow.

Как считается

CMO compares the sum of recent up-moves with the sum of down-moves. Its absolute value (0 to 1) scales the speed of an EMA.

CMO = (sum of ups − sum of downs) ÷ (sum of ups + sum of downs) over 9 candles
k = 2 ÷ (12 + 1)
VIDYA today = close × k × |CMO| + VIDYA yesterday × (1 − k × |CMO|)

Как использовать

  • A trend line that stays calm in sideways markets and reacts in strong moves.
  • Combine with a breakout: VIDYA turning steeply confirms momentum.

Выводы

  • Flat VIDYA: momentum is balanced, trend signals are unreliable.

Пример

On a stock index H1 chart VIDYA stays flat through a quiet morning, then tilts sharply when the price breaks out after a news release.

Цены в примерах приведены для иллюстрации.

На что обратить внимание

  • Its speed changes can look erratic on very short timeframes.

Немного истории

Tushar Chande introduced VIDYA in Technical Analysis of Stocks & Commodities in 1992.

Только образовательный материал. Ни один индикатор или паттерн не предсказывает будущее, и ничто здесь не является инвестиционной рекомендацией.