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Thanks, Tom!
Wow, glad to hear from the Master! I'll review your syntax right now.
Tom, obviously, I'm new to AB and spent the last two days going
through old posts, reading the helps, learning the software and
whatnot. It's impressive and seems almost as robust as software big
dollars more (TS, MS).
I'm too cheap to upgrade my old MetaStock so I'm playing with a trial
AB before my registration. My trial is to work out this darn MACD
Histogram I'm trying to backtest. I've tried on my own, but
struggled so far.
Therefore, I appreciate everyone's help - this seems like a great
community you have here!
Where's the best sites to get me up to speed with the syntax (other
than what I'm doing) so I don't waste member's time with too many
silly newbie questions?
Best,
ghoup
--- In amibroker@xxxx, "Tomasz Janeczko" <amibroker@xxxx> wrote:
> Hello,
>
> According to your specification it should look like this:
>
> fast = 12;
> slow = 26;
>
> wfast = Sum( Close * Volume, fast )/Sum( Volume, fast );
>
> wslow = Sum( Close * Volume, slow )/Sum( Volume, slow );
>
> wmacd = wfast - wslow;
> wsignal = EMA( wmacd, 9 );
>
> Graph0 = wmacd;
> Graph1 = wsignal;
> Graph2 = wmacd - wsignal;
>
> Buy = Cross( wmacd, wsignal );
> Sell = Cross( wsignal, wmacd );
>
>
> Best regards,
> Tomasz Janeczko
> ===============
> AmiBroker - the comprehensive share manager.
> http://www.amibroker.com
>
>
> ----- Original Message -----
> From: <ghoup@xxxx>
> To: <amibroker@xxxx>
> Sent: Friday, November 30, 2001 7:18 PM
> 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/
> >
> >
> >
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