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VAMA looks very interesting.
You say 'as used in MetaStock'. Where/how is it
used in MetaStock?
Where can I read up on use of VAMA in trading
systems?
Thanks
David
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Lionel
Issen
To: <A
title=Metastockusers@xxxxxxxxxxxxxxx
href="">Metastockusers@xxxxxxxxxxxxxxx
Sent: Monday, July 05, 2004 12:13
PM
Subject: RE: [Metastockusers] VAMA
formula.
This was posted either here or on the equismatastock
site.**********************************************************{EMA
- Volume adjusted}{ Volume adjusted, dynamic-period EMA v2.2 } {
EMA periodicity shortens onhigh volume, increases on low volume
}{ CCopyright 2003 Jose Silva }{ <A
href="">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 AMTo: Metastockusers@xxxxxxxxxxxxxxxSubject:
[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.Yahoo! Groups
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