VIDYA Pass
Variable Index Dynamic Average — Series Input
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Overview
VIDYA Pass applies Tushar Chande's Variable Index Dynamic Average to any upstream numeric series. The smoothing factor adapts to the Chande Momentum Oscillator (CMO), making VIDYA faster in trending markets and slower during consolidation.
Formula
CMO = (sumUp − sumDown) / (sumUp + sumDown) over period bars k = 2 / (period + 1) VIDYA[t] = VIDYA[t−1] + k·|CMO|·(x[t] − VIDYA[t−1])
Parameters
| Parameter | Type | Default | Description |
|---|---|---|---|
| period | number | 14 | CMO and smoothing lookback length. |
Inputs & Outputs
| Port | Direction | Type | Description |
|---|---|---|---|
| input | Input | (number | null)[] | Any numeric series (values + timestamps). |
| values | Output | (number | null)[] | Smoothed output series, null for warm-up bars. |
| timestamps | Output | number[] | Bar timestamps aligned with values. |