Stock Portfolio Organizer

The ultimate porfolio management solution.

Shares, Margin, CFD's, Futures and Forex
EOD and Realtime
Dividends and Trust Distributions
And Much More ....
For Portfolio Manager Click Here

WiseTrader Toolbox

#1 Selling Amibroker Plugin featuring:

Advanced Adaptive Indicators
Advanced Pattern Exploration
Neural Networks
And Much More ....
Find Out More Here

eVWMA - Elastic Volume Weighted Moving Average for Amibroker (AFL)
demon
over 13 years ago
Amibroker (AFL)

Rating:
2 / 5 (Votes 3)
Tags:
amibroker, moving average

Another version of Volume Weighted MA. Use it like any other moving average.
See more here

On screenshot – grey dashed is Simple MA, violet is eVWMA

Screenshots

Similar Indicators / Formulas

Hull Moving Average (HMA)
Submitted by kaiji over 14 years ago
Beauty
Submitted by sbtc555 almost 11 years ago
Smoothed MA (SSMA)
Submitted by kelvinhand almost 11 years ago
Trend Scalping System
Submitted by esnataraj about 14 years ago
Buff Volume Weighted Moving Averages
Submitted by kaiji over 14 years ago
Volume wieghted moving average
Submitted by kaiji about 14 years ago

Indicator / Formula

Copy & Paste Friendly
/* eVWMA - Elastic Volume Weighted Moving Average */

/* Elastic Volume Weighted Moving Average by Christian B. Fries */
function eVWMA(array, N)
{
  result[0] = array[0];
  for (i = 1; i < BarCount; i++) 
  {
    result[i] = ((N - Volume[i]) * result[i - 1] + Volume[i] * array[i]) / N;
  }
  return result;
}

P = ParamField("Price field", -1);
N = Param("Number of shares mult", 1, -100, 100, 0.1, 10);
Plot(eVWMA(P, 10^(N / 100) * LastValue(Highest(Volume))), _DEFAULT_NAME(), ParamColor("Color", colorCycle), ParamStyle("Style")); 

0 comments

Leave Comment

Please login here to leave a comment.

Back