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RE: [amibroker] Re: Volume-Weighted MACD Histogram? Help please!



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Hello again,
 
Do you mean like this:
lng=<FONT color=#ff00ff 
size=2>26;shrt=<FONT color=#ff00ff 
size=2>12;

lEMA = <FONT 
face="Courier New" color=#0000ff size=2>EMA<FONT face="Courier New" 
color=#000000 size=2>((<FONT 
color=#0000ff size=2>Sum<FONT color=#000000 
size=2>(C,lng)*V/Sum<FONT 
color=#000000 size=2>(V,lng))<FONT face="Courier New" 
color=#000000 size=2>,lng<FONT 
face="Courier New" color=#000000 size=2>);<FONT color=#000000 
size=2>sEMA = <FONT 
face="Courier New" color=#0000ff size=2>EMA<FONT face="Courier New" 
color=#000000 size=2>((<FONT 
color=#0000ff size=2>Sum<FONT color=#000000 
size=2>(C,shrt)*V/<FONT color=#0000ff 
size=2>Sum(V,shrt))<FONT 
face="Courier New" color=#000000 size=2>,<FONT color=#000000 
size=2>shrt<FONT face="Courier New" color=#000000 
size=2>);v<FONT face="Courier New" 
color=#000000 size=2>MACD = <FONT color=#000000 
size=2>lEMA-sEMA<FONT face="Courier New" color=#000000 
size=2>;sig<FONT face="Courier New" 
color=#000000 size=2> = <FONT face="Courier New" color=#0000ff 
size=2>EMA(<FONT 
color=#000000 size=2>v<FONT face="Courier New" color=#000000 
size=2>MACD,9<FONT 
face="Courier New" color=#000000 size=2>);
Plot(vMACD,<FONT color=#ff00ff 
size=2>"vMACD",<FONT color=#ff00ff 
size=2>1,<FONT color=#ff00ff 
size=2>1);<FONT color=#0000ff 
size=2>Plot(sig,<FONT color=#ff00ff 
size=2>"Signal",<FONT color=#ff00ff 
size=2>1,<FONT color=#ff00ff 
size=2>8);
I just took the EMA of theformula 
you provided ... is this correct?
 
Peter Gialames
 
PS Are you the one who shorted COPY 
at POTW?

-----Original Message-----From: ghoup@xxxx [<A 
href="">mailto:ghoup@xxxx]Sent: Friday, 
November 30, 2001 1:19 PMTo: amibroker@xxxxxxxxxxxxxxxSubject: 
[amibroker] Re: Volume-Weighted MACD Histogram? Help please!Hi, 
Peter!  Thanks for your response,Sorry, this is what I 
mean:I'm trying to weight each day's closing price with that day's 
volume,divided by the total volume during the period of the average, like 
so:                        
(SUM) Price * VolumeVolume-Weighted EMA =   
---------------------                           
(SUM) VolumeBut EMA (not SMA).Then, use these EMA's to obtain 
the standard MACD, and from the MACD& Signal, it's MACD Histogram 
child.Can you help?  I sure appreciate it.ghoup---In 
amibroker@xxxx, "Peter Gialames" <investor@xxxx> wrote:> Hello 
ghoup,>> What do you mean by 'volume-weighted'?  If you just 
want the EMA ofvolume> then it would 
be:>>>> lEMA = EMA(V,26);> sEMA = 
EMA(V,12);> vMACD = lEMA-sEMA;> sig = 
EMA(vMACD,9);>> Plot(vMACD,"vMACD",1,1);> 
Plot(sig,"Signal",1,8);>> Peter Gialames>> 
-----Original Message-----> From: ghoup@xxxx [<A 
href="">mailto:ghoup@xxxx...]> Sent: Friday, November 30, 
2001 12:19 PM> To: amibroker@xxxx> Subject: [amibroker] 
Volume-Weighted MACD Histogram? Help please!>>> Hi 
friends,>> I'm fairly new to AmiBroker and struggling with the 
syntax to> accomplish a MACD Histogram with a volume 
enhancement:>> I first want a standard MACD calc, but with a 
volume-weighted MAlike> so:>> Volume-weighted 26-period 
EMA> Volume-weighted 12-period EMA> A 9-bar EMA of the Long minus 
Short EMA>> Then subtract the Signal from the MACD to get the 
Histogram data.> Result is a volume-weighted MACD 
Histogram.>> How do I do that?  It should be easy for an 
experienced user, which> I'm not!> Help, thanks!> 
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