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Hello,
You are welcome!
Don't forget to check out AFL library at: http://www.amibroker.com/library/
If you have any more questions please do not hesitate to ask.
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 9:20 PM
Subject: [amibroker] Re: Volume-Weighted MACD Histogram? Help please!
> Thanks, Tom!
> Wow, glad to hear from the Master! I'll review your syntax right now.
>
> Tom, obviously, I'm new to AB and spent the last two days going
> through old posts, reading the helps, learning the software and
> whatnot. It's impressive and seems almost as robust as software big
> dollars more (TS, MS).
>
> I'm too cheap to upgrade my old MetaStock so I'm playing with a trial
> AB before my registration. My trial is to work out this darn MACD
> Histogram I'm trying to backtest. I've tried on my own, but
> struggled so far.
>
> Therefore, I appreciate everyone's help - this seems like a great
> community you have here!
>
> Where's the best sites to get me up to speed with the syntax (other
> than what I'm doing) so I don't waste member's time with too many
> silly newbie questions?
>
> Best,
> ghoup
>
> --- In amibroker@xxxx, "Tomasz Janeczko" <amibroker@xxxx> wrote:
> > 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@xxxx>
> > 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/
> > >
> > >
> > >
>
>
>
>
>
> Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
>
>
>
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