Индикаторы: WEVOMO

[Automated-Trading]

WEVOMO:

Индикатор отображает на графике цены две скользящие средние: Volume Move-Adjusted Moving Average и Weight Volume Move-Adjusted Moving Average, рассчитываемые по формуле:

VOMOMA = (MOMA + VOMA)/2
WEVOMO = (MOMA + VOMA + WMA)/3

где:

MOMA[i] = (Close[i-Period+1]*Diff[i-Period+1] + Close[i-Period+2]*Diff[i-Period+2] +... + Close[i]*Diff[i])/Sum(Diff)

VOMA[i] = (Close[i-Period+1]*Volume[i-Period+1] + Close[i-Period+2]*Volume[i-Period+2] + ... + Close[i]*Volume[i])/Sum(Volume)

WMA[i] = (Close[i-Period+1]*1 + Close[i-Period+2]*2 + ... + Close[i]*Period)/LSum

LSum = (Period+1)*Period/2

Diff[i] = Abs(Close[i] - Close[i-1])

Автор: Scriptor