How Can We Help?
Variable Moving Average
VariableMovingAverage(Vector, Periods)
VMA(Vector, Periods)
MA Type Argument ID: VARIABLE
Overview
A Variable Moving Average or VMA is similar to an exponential moving average except that it adjusts to volatility.
Interpretation
A Moving Average is most often used to average values for a smoother
representation of the underlying price or indicator.
Example
set BUY = CLOSE > VMA(CLOSE, 30)
Evaluates to buy when the close is greater than a 30-day VMA.