D07-F01-A17 · LEVEL 2 GUIDED LAB · SYNTHETIC DATA
Variable Index Dynamic Average (VIDYA)
How can normalized directional momentum modulate an EMA coefficient? Walk the evidence clock one stage at a time. This lab teaches the publication contract; it does not simulate returns, platform parity, or trade performance.
Selected expression
VIDYA_t=alpha*abs(CMO_t)*P_t + (1-alpha*abs(CMO_t))*VIDYA_(t-1)
Availability rule
An output at t may use only finite, basis-consistent observations available through t; chart alignment never moves the information clock backward.
calculated · step 1 of 7