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Volume Adjusted Moving Average for Amibroker (AFL)
kaiji
about 15 years ago
Amibroker (AFL)

Rating:
5 / 5 (Votes 1)
Tags:

Volume Adjusted Moving Average

By kysiek

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Period = Param("Period", 50, 1, 100);
agg = 0;
for (i = 0; i < BarCount; i++)
{
  Vama[i] = 0;
}
 
for (i = 1; i < BarCount; i++)
{
  agg = agg + Volume[i];
}
 
ave = agg / (BarCount - 1);
 
 
for (i = 1; i < BarCount; i++)
{
  weight_day[i] = int((Volume[i] / ave) - 0.5) + 1;
}
 
agg = 0;
for (i = 1; i < BarCount; i++)
{
  index = i;
  Copy_wd = weight_day;
  for (j = 0; j < Period; j++)
  {
    if (Copy_wd[index] == 0)
    {
      index--;
    };
    agg = agg + C[Index];
    Copy_wd[index]--;
  }
  Vama[i] = agg / Period;
  agg = 0;
}
 
Plot(Vama, "Vama", ParamColor("Vama", colorRed), 1);
Plot(C, "Price", ParamColor("Price", colorBlack), 1);
Plot(MA(C, Period), "Ma", colorBlue, 1);
Short = Cover = 0;
Buy = Cross(C, Vama);
Sell = Cross(Vama, C);

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