VMA Pass
Variable Moving Average — Series Input
IndicatorTrendOverlay
Overview
VMA Pass applies the Variable Moving Average to any upstream numeric series. VMA uses the Volatility Index (a short-term efficiency measure) to vary the EMA smoothing constant, speeding up in trending conditions and slowing in choppy markets.
Formula
VI = |x[t] − x[t−1]| / sum(|x[i]−x[i−1]|, period) k = 2 / (period + 1) VMA[t] = VMA[t−1] + k·VI·(x[t] − VMA[t−1])
Parameters
| Parameter | Type | Default | Description |
|---|---|---|---|
| period | number | 14 | Volatility index 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. |