Hareketli Ortalama Volume-Weighted Average Price Hacim Ağırlıklı Ortalama Fiyat by George Reyna

algoritma · 4 Kas 2020

Hacim Ağırlıklı Ortalama Fiyat by George Reyna

In his article in this issue, "Volume-Weighted Average Price," George Reyna explains how to calculate the volume-weighted average price, or VWAP. These calculations can be duplicated in MetaStock 6.52 or higher with the formulas given here.
To recreate the indicators, select the Indicator Builder from the MetaStock Tools menu. Then click "New" and enter the following formulas:

VWAP (Approximation)
sm:=Input("starting month",1,12,1);
sd:=Input("starting day of month",1,31,1);
sy:=Input("starting year",1980,2100,2000);
d1:= sd=DayOfMonth() AND sm=Month() AND sy=Year();
pv:=MP()*Cum(V);
denom:= If(Cum(V)-ValueWhen(1,d1,V)=0,1,Cum(V)-ValueWhen(1,d1,V));
If(BarsSince(d1),(pv)/denom, MP())

VWAP Support/Resistance
sm:=Input("starting month",1,12,1);
sd:=Input("starting day of month",1,31,1);
sy:=Input("starting year",1980,2100,2000);
start:= sd=DayOfMonth() AND sm=Month() AND sy=Year();
pv:=MP()*V;
denom:= If(Cum(V)-ValueWhen(1,start,Cum(V))=0,1,Cum(V)-ValueWhen(1,start,Cum(V)));
If(BarsSince(start),(Cum(pv)-ValueWhen(1,start,Cum(pv)))/ denom,MP())

�

Cheryl C. Abram, Equis International, Inc.

Source / From:
http://www.equis.com

algoritma · 4 Şub 2021

Hacim Ağırlıklı Ortalama Fiyat by George Reyna
Cum(v*(H+L+C)/3)/Cum(V)

algoritma · 27 Eyl 2021

d:= valuewhen(1.,DAYOFMONTH()<>REF(DAYOFMONTH(),-1),REF(CUM(V*W),-1));
f:= valuewhen(1.,DAYOFMONTH()<>REF(DAYOFMONTH(),-1),REF(CUM(V),-1));
(cum(w*v)-d)/(Cum(v)-f)

algoritma · 27 Eyl 2021

sdate:=Input("ddmmyy",1,311299,100615);
stime:=Input("hhmm ",0,2460,1240);
start1:=sdate=DAYOFMONTH()*10000+MONTH()*100+(YEAR()-2000) AND stime>=HOUR()*100+MINUTE();
numdays:=BarsSince(ref(start1,1-e));
q:=if(numdays>0,1,0);
Data:=Input("Data 1L_2H_0(H+L)/2 ",0,2,0);
Norm:=Input("NoVol1- Vol0",0,1,1);
V1:=if(Norm=1,1,V);
pv:=if(Data=0,(H+L)/2*V1,if(Data=1,L*V1,H*V1));
cumtp:=Cum(pv);
numdays2:=if(Norm=1,numdays,cum(v)-ValueWhen(1,numdays=1,Ref(cum(v),-1)));
basecumtp:= ValueWhen(1, numdays=1, Ref(cumtp,-1));
avg:=((cumtp-basecumtp)/numdays2)*q;
avg

4ncü satırda -e var !!!

kaynak
uufuk

algoritma · 17 Eki 2021

fiyat:=(H+L+C)/3;
cv1:= valuewhen(1,DAYOFMONTH()<>REF(DAYOFMONTH(),-1),REF(CUM(V*fiyat),-1));
v1:= valuewhen(1,DAYOFMONTH()<>REF(DAYOFMONTH(),-1),REF(CUM(V),-1));
VWAP:=(cum(fiyat*v)-cv1)/(Cum(v)-v1);
VWAP

Başlangıç Haftanın ilk günü:
fiyat:=(H+L+C)/3;
cv1:= valuewhen(1,DAYOFWEEK()<REF(DAYOFWEEK(),-1),REF(CUM(V*fiyat),-1));
v1:= valuewhen(1,DAYOFWEEK()<REF(DAYOFWEEK(),-1),REF(CUM(V),-1));
VWAP:=(cum(fiyat*v)-cv1)/(Cum(v)-v1);
VWAP

UYARI:
UZUN TATİL SONRASI GÜNLERDE HATA OLUŞABİLİR

VWAP başlangıç noktası Ayın İlk İşlem Günü:

fiyat:=(H+L+C)/3;
cv1:= valuewhen(1,DAYOFMONTH()<REF(DAYOFMONTH(),-1),REF(CUM(V*fiyat),-1));
v1:= valuewhen(1,DAYOFMONTH()<REF(DAYOFMONTH(),-1),REF(CUM(V),-1));
VWAP:=(cum(fiyat*v)-cv1)/(Cum(v)-v1);
VWAP

kaynak
https://twitter.com/kivancyedek

algoritma · 31 Eki 2021

support / resistance

((L*V)+(ref(L,-1)*REF(V,-2)+(ref(L,-1)*REF(V,-3))/(V+REF(V,-1)+REF(V,-2))

kaynak
purebytes

Benzer Konular	Forum	Cevap	Tarih
Oscillator Klinger Volume Oscillator KVO by Stephen Klinger	K	0	13 Eki 2023
Oscillator Volume Rate of Change Indicator (VROC)	V	0	17 Eki 2022
İndikatör Anti Volume Stop Loss by ilkertufekci	A	1	27 Şub 2022
Amibroker Volume Price Confirmation indicator (VPCI)	V	0	27 Şub 2022
İndikatör Volume Price Confirmation Indicator VPCI	V	1	27 Şub 2022
Multi Time Frame VOLUME	V	0	24 Şub 2022
İndikatör Modified Volume-Price Trend (MVPT) Indicator by David G. Hawkins	M	0	23 Şub 2022
Amibroker VPA 5.0 \| Volume Price Analysis for Amibroker (AFL)	V	0	5 Şub 2022
İndikatör Volume analysis Roy Larsen	V	0	1 Kas 2021
İndikatör VOLUME WEİGHTED MACD VERSİON2	V	0	29 Ocak 2021
İndikatör VOLUME WEİGHTED MACD	V	0	29 Ocak 2021
Teknik Analiz Negative Volume Index NVI	Teknik Analizde Göstergelerin Matematiksel Açıklamaları	0	16 Kas 2020
Teknik Analiz Volume + Moving Average	Teknik Analizde Göstergelerin Matematiksel Açıklamaları	0	10 Kas 2020
Teknik Analiz On Balance Volume	Teknik Analizde Göstergelerin Matematiksel Açıklamaları	0	10 Kas 2020
Oscillator # of STD's of Volume	#	0	6 Kas 2020
İndikatör 90% Up and Down Volume by Mike Hurley	#	0	6 Kas 2020
İndikatör Weekly Volume Accumulator by Jose Silva	W	0	6 Kas 2020
Oscillator Whipple Volume Plot & Whipple Volume Average	W	0	6 Kas 2020
Tarama Volume Based Exploration	V	0	5 Kas 2020
Oscillator Volume-Weighted MACD Histogram by David Hawkins	V	0	4 Kas 2020

Teknik Analiz Dünyasına Hoşgeldiniz.

Paylaşmak ◄ ► Güzeldir

Hareketli Ortalama Volume-Weighted Average Price Hacim Ağırlıklı Ortalama Fiyat by George Reyna

algoritma

algoritma

algoritma

algoritma

algoritma

algoritma

Forumdan daha fazla yararlanmak için giriş yapın yada üye olun!