|
PureBytes Links
Trading Reference Links
|
Piranhas R Us wrote:
> Is there a volume-weighted moving average? Could
> someone share the code?
> Thanks,
>
> =====
> Julian
>
Julian this is my version. Enjoy,
Inputs: Price(NumericSeries), Length(NumericSeries);
Vars: X(0), SumPV(0), SumV(0);
if CurrentBar<=Length then ZaF_Vol_WMA=PRICE;
if CurrentBar>Length then begin
for X= 0 to Length-1 begin
SumV=SumV+0.001*Volume[X];
SumPV=SumPV+0.001*Price[X]*Volume[X];
end;
ZaF_Vol_WMA=iff(SumV<>0, SumPV/SumV, Price);
SumV=0;
SumPV=0;
end;
Attachment:
Description: "VOL_WMA.ELA"
|