DVS - Dynamic Volatility Sigma

Modified on 2008/06/04 17:44 by Administrator — Categorized as: TASCIndicators


public DVS(DataSeries ds, int period, string description)
public static DVS Series(DataSeries ds, int period)

Parameter Description

ds Source Series
period Indicator period


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.