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Alan,
It depends on what kind of volume-weighting you prefer.
If simple weighting - that is OK.
If exponential-like volume weigted you may try this:
Period = 20;
N = 5 * MA( Volume, Period );
VWMA = AMA( Close, Volume/N );
(this average implements dynamic (adaptive) smoothing
depending on the ratio of current volume to average volume
of period last days )
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: <alann@xxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, February 24, 2003 5:46 PM
Subject: [amibroker] Metastock Formula for AB
> I am trying to translate a Metastock formula for AB. The formula is
> (Mov(C,5,vol)/Mov(C,5,S))-1. The following is what I wrote:
>
> period=5;
> VolWeightedMA=Sum((Volume*Close),period)/Sum (Volume,period);
> VMACDP05=(VolWeightedMA / MA(C,period))-1;
> Plot(VMACDP05,"VMACDP05", colorBlack, styleLine|styleOwnScale);
>
> Is this correct?
>
> Alan
>
>
>
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>
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
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