[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: Volume-Weighted MACD Histogram? Help please!



PureBytes Links

Trading Reference Links

My pleasure, but be advised, I've also finished next to last in weeks 
past!! HA! I posted a rant this morning on that thread trying to 
excite some interest in more sharing of methodology, etc. My posts 
over there sometimes get a little long....

For POTW, I usually just use some proprietary MSN Finder screens I 
built. Nothing special, really. Be glad to share what I use next 
week, FWIW. Last few weeks I've just been lucky.

Getting my butt kicked today to stop my streak, I fear. It happens!

Best,
ghoup

--- In amibroker@xxxx, "Peter Gialames" <investor@xxxx> wrote:
> bluesinvestor ... my first week (putting in an entry that is).
> 
> I did review the past couple of weeks though and did see your name 
at the
> lists ... GOOD WORK! I hope you share some of your methods, I 
would be
> interested in seeing how you scan for winners (and you have had the 
winners
> ;)
> 
> Peter Gialames
> 
> -----Original Message-----
> From: ghoup@xxxx [mailto:ghoup@x...]
> Sent: Friday, November 30, 2001 2:39 PM
> To: amibroker@xxxx
> Subject: [amibroker] Re: Volume-Weighted MACD Histogram? Help 
please!
> 
> 
> Yep, same ghoup! If I win today, 3 weeks in a row! But I think I'm
> in trouble with 2nd place today.....
> 
> HA!
> 
> I'm still working in my old MetaStock, but gave up, and want to try
> my MACD volume-weighted histogram backtest using AB.
> 
> Who are you over at "The Super?"
> 
> p.s. - I'm evaluating your form as we speak. My problem is I'm new
> to AB and weak on the syntax until I get up to speed.
> 
> Glad to see another friend here.
> 
> 
> 
> --- In amibroker@xxxx, "Peter Gialames" <investor@xxxx> wrote:
> > Hello again,
> >
> > Do you mean like this:
> >
> > lng=26;
> > shrt=12;
> > lEMA = EMA((Sum(C,lng)*V/Sum(V,lng)),lng);
> > sEMA = EMA((Sum(C,shrt)*V/Sum(V,shrt)),shrt);
> > vMACD = lEMA-sEMA;
> > sig = EMA(vMACD,9);
> >
> > Plot(vMACD,"vMACD",1,1);
> > Plot(sig,"Signal",1,8);
> >
> > I just took the EMA of the formula you provided ... is this 
correct?
> >
> > Peter Gialames
> >
> > PS Are you the one who shorted COPY at POTW?
> >
> >
> >
> > -----Original Message-----
> > From: ghoup@xxxx [mailto:ghoup@x...]
> > Sent: Friday, November 30, 2001 1:19 PM
> > To: amibroker@xxxx
> > Subject: [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 * Volume
> > Volume-Weighted EMA = ---------------------
> > (SUM) Volume
> >
> > But 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
> of
> > volume
> > > 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 [mailto:ghoup@x...]
> > > 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 MA
> > like
> > > 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!
> > > ghoup
> > >
> > >
> > >
> > >
> > >
> > > Your use of Yahoo! Groups is subject to
> > http://docs.yahoo.com/info/terms/
> >
> >
> >
> >
> >
> > Your use of Yahoo! Groups is subject to
> http://docs.yahoo.com/info/terms/
> 
> 
> 
> 
> 
> Your use of Yahoo! Groups is subject to 
http://docs.yahoo.com/info/terms/