Log in to see Cloud of Tags

Wealth-Lab Wiki

DVS - Dynamic Volatility Sigma



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.



Important Disclaimer: The information provided by Wealth-Lab is strictly for informational purposes and is not to be construed as advice or solicitation to buy or sell any security.  The owner of Wealth-Lab.com assumes no liability resulting from the use of the material contained herein for investment purposes. By using this web site, you agree to the terms of this disclaimer and our Terms of Use.

ScrewTurn Wiki. Some of the icons created by FamFamFam.