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Elastic Volume Weighted Moving Average

Source: https://fxcodebase.com/code/viewtopic.php?f=48&t=65996
Forum: 48 · Topic 65996 · 1 post(s)


Elastic Volume Weighted Moving Average

Alexander.Gettinger · Tue May 01, 2018 11:11 am

Total =Sum(volume, Period);

EVWMA = ((Total-volume)EVWMA[-1]+ volume[period]close)/Total;

EVWMA.PNG

Download:

EVWMA_JS.jsl