Re: Volume-Weighted MACD Histogram? Help please!

[ghoup@xxxx]

Hi, Peter! Thanks for your response,

Sorry, this is what I mean:

I'm trying to weight each day's closing price with that day's volume, 
divided by the total volume during the period of the average, like so:

(SUM) Price * Volume
Volume-Weighted EMA = ---------------------
(SUM) Volume

But EMA (not SMA).

Then, use these EMA's to obtain the standard MACD, and from the MACD 
& Signal, it's MACD Histogram child.

Can you help? I sure appreciate it.
ghoup

--- In amibroker@xxxx, "Peter Gialames" <investor@xxxx> wrote:
> Hello ghoup,
> 
> What do you mean by 'volume-weighted'? If you just want the EMA of 
volume
> then it would be:
> 
> 
> 
> lEMA = EMA(V,26);
> sEMA = EMA(V,12);
> vMACD = lEMA-sEMA;
> sig = EMA(vMACD,9);
> 
> Plot(vMACD,"vMACD",1,1);
> Plot(sig,"Signal",1,8);
> 
> Peter Gialames
> 
> -----Original Message-----
> From: ghoup@xxxx [mailto:ghoup@x...]
> Sent: Friday, November 30, 2001 12:19 PM
> To: amibroker@xxxx
> Subject: [amibroker] Volume-Weighted MACD Histogram? Help please!
> 
> 
> Hi friends,
> 
> I'm fairly new to AmiBroker and struggling with the syntax to
> accomplish a MACD Histogram with a volume enhancement:
> 
> I first want a standard MACD calc, but with a volume-weighted MA 
like
> so:
> 
> Volume-weighted 26-period EMA
> Volume-weighted 12-period EMA
> A 9-bar EMA of the Long minus Short EMA
> 
> Then subtract the Signal from the MACD to get the Histogram data.
> Result is a volume-weighted MACD Histogram.
> 
> How do I do that? It should be easy for an experienced user, which
> I'm not!
> Help, thanks!
> ghoup
> 
> 
> 
> 
> 
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