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Volatility Adjusted Moving Average
Summary: The Volatility Adjusted Moving Average (VAMA) is an indicator that takes into account both short and long term volatility. It creates a moving average that attempts to gauge an area of price action that is expected to produce a reaction when interacting with it.
Info:
The Volatility Adjusted Moving Average (VAMA) is a technical indicator originally created by Tushar S. Chande. Commonly referred to as the Variable Index Moving Average, it is a powerful indicator that uses two standard deviation periods to account for recent volatility.
The Long period (L) and Short period (S) parameters of the VAMA can be changed by locating and opening the Javascript Code under Data Building Procedure -> Procedure Loop under ’Volatility Adjusted MA’ Product Definition.
Products & Properties
The following properties are available to access:
| Product Name | Product Variable | Properties |
|---|---|---|
| Volatility Adjusted MA | VAMA | vama, trend |
Example:
A simple strategy could be built to open a trade when the trend is positive:
chart.at04hs.VAMA.trend > 0 Another example for a stop loss when the price action goes below the VAMA:
chart.at15min.VAMA.vama Maintainer:
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