Syntax
public DVS(DataSeries ds, int period, string description)
public static DVS Series(DataSeries ds, int period)
Parameter Description
| ds |
Source Series |
| period |
Indicator period
|
Description
Dynamic Volatility Sigma from the May 2005 issue of
Stocks & Commodities magazine. DVS is used in the calculation of the Universal Cycle Indicator and is the standard deviation of minor plus sub-minor price oscillations with respect to a minor term centered moving average. The centered averages introduce a half-cycle minor term lag in the standard deviation parameter.
Example