Re: [amibroker] Understanding Volume-Weighted Moving Average?

["MAVIRK" <mvirk67@xxxxxxxxx>]

Please try the following:

 

function VWMA( array, period )

{

return Sum( array * V, period ) / Sum( V, period );

}

P = ParamField("Price field",-1);

Periods = Param("Periods", 15, 2, 300, 1, 10 );

Plot( VWMA( P, Periods ), _DEFAULT_NAME(), ParamColor( "Color", colorCycle ), ParamStyle("Style") );

 

NOTE: This TJ's Code.

From: foginthehills

Sent: Friday, December 12, 2008 3:29 AM

To: amibroker@xxxxxxxxxxxxxxx

Subject: [amibroker] Understanding Volume-Weighted Moving Average?

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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