|
PureBytes Links
Trading Reference Links
|
bluesinvestor ... my first week (putting in an entry that is).
I did review the past couple of weeks though and did see your name at the
lists ... GOOD WORK! I hope you share some of your methods, I would be
interested in seeing how you scan for winners (and you have had the winners
;)
Peter Gialames
-----Original Message-----
From: ghoup@xxxx [mailto:ghoup@x...]
Sent: Friday, November 30, 2001 2:39 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: Volume-Weighted MACD Histogram? Help please!
Yep, same ghoup! If I win today, 3 weeks in a row! But I think I'm
in trouble with 2nd place today.....
HA!
I'm still working in my old MetaStock, but gave up, and want to try
my MACD volume-weighted histogram backtest using AB.
Who are you over at "The Super?"
p.s. - I'm evaluating your form as we speak. My problem is I'm new
to AB and weak on the syntax until I get up to speed.
Glad to see another friend here.
--- In amibroker@xxxx, "Peter Gialames" <investor@xxxx> wrote:
> Hello again,
>
> Do you mean like this:
>
> lng=26;
> shrt=12;
> lEMA = EMA((Sum(C,lng)*V/Sum(V,lng)),lng);
> sEMA = EMA((Sum(C,shrt)*V/Sum(V,shrt)),shrt);
> vMACD = lEMA-sEMA;
> sig = EMA(vMACD,9);
>
> Plot(vMACD,"vMACD",1,1);
> Plot(sig,"Signal",1,8);
>
> I just took the EMA of the formula you provided ... is this correct?
>
> Peter Gialames
>
> PS Are you the one who shorted COPY at POTW?
>
>
>
> -----Original Message-----
> From: ghoup@xxxx [mailto:ghoup@x...]
> Sent: Friday, November 30, 2001 1:19 PM
> To: amibroker@xxxx
> Subject: [amibroker] Re: Volume-Weighted MACD Histogram? Help
please!
>
>
> 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
> >
> >
> >
> >
> >
> > Your use of Yahoo! Groups is subject to
> http://docs.yahoo.com/info/terms/
>
>
>
>
>
> Your use of Yahoo! Groups is subject to
http://docs.yahoo.com/info/terms/
Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
|