Moving Average - Variable (VMA)

Description

A Variable Moving Average is an exponential moving average that automatically adjusts its smoothing percentage based on market volatility. Giving more weight to the current data increases sensitivity thus making it a better signal indicator for short and long term markets.

Syntax

VMA(int period, int volatilityPeriod)

VMA(ISeries\<double\> input, int period, int volatilityPeriod)

Returns default value

VMA(int period, int volatilityPeriod)[int barsAgo]

VMA(ISeries\<double\> input, int period, int volatilityPeriod)[int barsAgo]

Return Value

double; Accessing this method via an index value [int barsAgo] returns the indicator value of the referenced bar.

Parameters

Examples

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// OnBarUpdate method of a strategy
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protected override void OnBarUpdate()
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{
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   // Print out the VMA value of lows 3 bars ago for fun
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   double value = VMA(Low, 9, 9)[3];
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   Print("The value is " + value.ToString());
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   // Go long if price closes above the current VMA value
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   if (Close[0] > VMA(9, 9)[0])
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       EnterLong();
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}

Source Code

You can view this indicator method source code by selecting the menu New > NinjaScript Editor > Indicators within the NinjaTrader Control Center window.