Calculation for VIDYA

Can I get the computation formula used in kite for calculating Vidya moving average? Tried building vidya based on the formulas provided by Tushar Chande in his book. Used both standard deviation and R sqr to calculate Vidya but neither could match with kite with various permutations and combinations for period.
  • vihan13singh
    vihan13singh edited May 2019
    Greetings @Vaga!

    I'm Vihan Singh, founder & CEO at Blackrose Technologies. We're a quantitative derivative trading firm operating in the Indian markets. I took the time to verify Chande's formula in the book and the calculations match those generated by Kite.

    I'd suggest you take a close look at your code for errors. If you'd like us to build it for you, feel free to call us on +91-9810171088 or email us at [email protected].

  • Vaga
    @vihan13singh Thanks for the response. What is your formula to compute volatility Index K? I am using

    Std dev (10 period)/Std dev (50 period).

    This gives me results closest to what kite has but still some differences.
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