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스크립트가 마음에 드시나요? MetaTrader 5 터미널에서 시도해보십시오
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- 게시됨:
- 2018.07.09 13:31
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Oscillator VAMA_MACD (Volume Adjusted MA MACD) is an MACD, in which Volume Adjusted Moving Average (VAMA) is used for smoothing. To calculate the VAMA, contract price is used, which is divided by the total volume over a period of time.
The indicator has four configured parameters:
- Fast MA period - fast MA period for calculating the MACD;
- Slow MA period - slow MA period for calculating the MACD;
- Signal line period - MACD signal line calculation period; and
- Applied price - price used for calculations.
Calculation:
MACD = MAS - MAL Signal = SMACD / SV Histogram = MACD - Signal
where:
MAS = FastSPV / FastSV MAL = SlowSPV / SlowSV
- FastSPV - sum of prices and volumes over the Fast MA period;
- SlowSPV - sum of prices and volumes over the Slow MA period;
- FastSV - sum of volumes over the Fast MA period;
- SlowSV - sum of volumes over the Slow MA period;
- SMACD - sum of the MACD values and of volumes over the Signal line period;
- SV - sum of volumes over the Signal line period.
MetaQuotes Ltd에서 러시아어로 번역함.
원본 코드: https://www.mql5.com/ru/code/21045
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