OPEN-SOURCE SCRIPT

QuantNomad - EVWMA MACD Strategy

9 284
Pretty simple EVWMA (Elastic Volume Weighted Moving Average ) MACD Strategy.

EVWMA is a quite interesting moving average where the period of the MA is defined from the volume itself.
It incorporates volume information in a natural and logical way. The EVWMA can be looked at as an approximation to the average price paid per share.

As a volume period, you can use sum of the last x bars volumes.

Here are other EVWMA indicators/strategies:

EVWMA indicator:
QuantNomad - Elastic Volume Weighted Moving Average


EVWMA Cross strategy:
QuantNomad - EVWMA Cross Strategy

免责声明

这些信息和出版物并非旨在提供,也不构成TradingView提供或认可的任何形式的财务、投资、交易或其他类型的建议或推荐。请阅读使用条款了解更多信息。