|
PureBytes Links
Trading Reference Links
|
Hello,
According to your specification it should look like this:
fast = 12;
slow = 26;
wfast = Sum( Close * Volume, fast )/Sum( Volume, fast );
wslow = Sum( Close * Volume, slow )/Sum( Volume, slow );
wmacd = wfast - wslow;
wsignal = EMA( wmacd, 9 );
Graph0 = wmacd;
Graph1 = wsignal;
Graph2 = wmacd - wsignal;
Buy = Cross( wmacd, wsignal );
Sell = Cross( wsignal, wmacd );
Best regards,
Tomasz Janeczko
===============
AmiBroker - the comprehensive share manager.
http://www.amibroker.com
----- Original Message -----
From: <ghoup@xxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, November 30, 2001 7:18 PM
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/
>
>
>
|