"VariableMovingAverage" (Financial Indicator)
"VariableMovingAverage" (Financial Indicator)
Sometimes abbreviated as VMA.
Is a statistical indicator.
Is computed using the closing price.
Returns one time series, which is the exponential moving average with smoothing parameter determined by the 9-period Chande Momentum Oscillator.
FinancialIndicator["VariableMovingAverage",n] uses the n-period Chande Momentum Oscillator. The initial values in the time series are computed using partial periods.
Examples
TradingChart[{"MSFT", {{2009, 1, 1}, {2009, 3, 31}}}, {"VariableMovingAverage"}]See Also
Indicator Types: SimpleMovingAverage ▪ ExponentialMovingAverage ▪ ChandeMomentumOscillator ▪ WeightedMovingAverage
History
Introduced in 2010 (8.0)