[amibroker] Understanding Volume-Weighted Moving Average?

["foginthehills" <andrewdelin@xxxxxxxxxxx>]

Hi guys,

I am trying to understand Volume Weighted Moving Average. The AFL seems 
to be as follows (a 10-day example):

    VWMA = Sum((Volume*Close),10) / Sum (Volume,10);

This looks like a regular MA. Does it make sense to use an EMA version 
of this? What would the AFL look like for that?

Thanks as always for any help!

Andrew (Fog)



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