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This was posted either here or on the equismatastock site.
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{EMA - Volume adjusted}
{ Volume adjusted, dynamic-period EMA v2.2 } { EMA periodicity shortens on
high volume,
increases on low volume }
{ CCopyright 2003 Jose Silva }
{ http://users.bigpond.com/prominex/pegasus.htm }
pds:=Input("EMA periods",1,2520,21);
VAvgPds:=Input("Volume sample periods",
2,252,21);
x:=Input("use Open=1 High=2 Low=3 Close=4 Volume=5 P=6",1,6,4);
shift:=1+Input("EMA vertical shift %", -100,100,0)/100; plot:=Input("EMA=1,
Dyn EMA pds=2, Vol avg=3, Crossovers=4",1,4,1);
x:=If(x=1,O,If(x=2,H,If(x=3,L,If(x=5,V,If(x=6,P,C)))));
MovVol:=Mov(V,VAvgPds,E);
VolRatio:=Min(V,MovVol)/Max(V,MovVol);
VolAvg:=If(V>MovVol,2-VolRatio,VolRatio);
multi:=.75/(.1+.32*VolAvg+.58*Power(VolAvg,4));
pds:=pds*multi;
pds:=If(pds>Cum(x<>-101)-VAvgPds,
Cum(x<>-101)-VAvgPds,pds);
pds:=If(pds<1,1,pds);
VlEma:=x*2/(pds+1)+PREV*(1-2/(pds+1));
VlEma:=VlEma*shift;
signals:=Cross(x,VlEma)-Cross(VlEma,x);
If(plot=2,pds,If(plot=3,VolAvg*50,
If(plot=4,signals,VlEma)))
*************************************************************
-----Original Message-----
From: bbinns24 [mailto:bbinns24@xxxxxxxxx]
Sent: Monday, July 05, 2004 10:41 AM
To: Metastockusers@xxxxxxxxxxxxxxx
Subject: [Metastockusers] VAMA formula.
Does anyone have the mathamatical formula for arriving at the "
Volume Adjusted Moving Average " as used in Metastock. Having a heck
of a time finding it. Thanks.
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