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Volume weighted MACD

Category: Indicators By: Nicolas Created: October 11, 2015, 7:26 PM

October 11, 2015, 7:26 PM

Indicators

4 Comments

volume

Here is the classical MACD indicator weighted by the Volume. Much more accurated for stock trading.

fast=12
slow=26
signal=9
mafast = exponentialaverage[fast](volume*close) / exponentialaverage[fast](volume)
maslow = exponentialaverage[slow](volume*close) / exponentialaverage[slow](volume)
d = mafast - maslow
masignal = exponentialaverage[signal](d)
dm = d-masignal

RETURN dm as "Volume Weighted MACD"

Download

Filename: Volume-Weighted-MACD.itf

Downloads: 262

Nicolas Legend

I created ProRealCode because I believe in the power of shared knowledge. I spend my time coding new tools and helping members solve complex problems. If you are stuck on a code or need a fresh perspective on a strategy, I am always willing to help. Welcome to the community!

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Comments

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thomas2004ch

8 years ago

I happen to read this article. I would say the formel 'd = maslow - mafast' could be inversed. It should be 'd = mafast - maslow'? See definition here: https://de.wikipedia.org/wiki/MACD

Nicolas

8 years ago

You are right! but still the picture is looking good. The formula is inverted! dunno why :) I will fix it. Thanks for reported this error.

Saud

10 years ago

Is there any way the MACD/signal line histogram can be included in the package?

Nicolas

10 years ago

Just replace the last line with this :

RETURN dm as "Volume Weighted MACD", masignal as "Signal Line"

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