"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

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See Also

"SimpleMovingAverage"  ▪  "ExponentialMovingAverage"  ▪  "ChandeMomentumOscillator"  ▪  "WeightedMovingAverage"