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Volume weighted moving average for Amibroker (AFL)

jetb about 16 years ago Amibroker (AFL)

  • Rating:
    4 / 5 (Votes 2)
  • Tags:
    amibroker, moving average

Volume weighted moving average

Indicator / Formula

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_SECTION_BEGIN("Volume weighted moving average");

P = ParamField("Price field",-1);
Periods = Param("Periods", 15, 2, 1000, 1, 10 );
Vwma = Sum((Volume*P),periods)/Sum (Volume,periods);
Plot(Vwma,_DEFAULT_NAME(), ParamColor( "Color", colorCycle ), ParamStyle("Style") );

_SECTION_END();

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