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게시됨:
2018.07.09 13:31
VAMA_MACD.mq5 (14.99 KB) 조회
MQL5 프리랜스 이 코드를 기반으로 한 로봇이나 지표가 필요하신가요? 프리랜스로 주문하세요 프리랜스로 이동

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

VAMA VAMA

Indicator Velocity and Acceleration MA.

RSS RSS

Indicator Relative Spread Strength.

Reverse_Engineering_RSI Reverse_Engineering_RSI

the indicator performs an inverse mathematical transform of oscillator RSI into price and helps assume, at which approximate level the close price of the next day will be, if RSI reaches a certain value.

PGC PGC

Indicator Price Gouging Cycle.