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Date/Time: Thu, 28 Nov 2024 15:39:38 +0000

[Programming Help] - EWMA and VWEMA

[2023-04-20 12:08:53] #1 [Go To First Post]
User411320 - Posts: 289
anyway the EWMA and VWEMA can be put into Sierra? https://corporatefinanceinstitute.com/resources/capital-markets/exponentially-weighted-moving-average-ewma/ //@version=4 // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © RezzaHmt //...VWEMA... study(title="Volume Weighted Exponential Moving Average", shorttitle="VWEMA", overlay=true, resolution="") period = input(34, minval=1, title="Period") simulate = input(false, title="Simulative Volume") src = input(hlc3, title="Source") offset = input(title="Offset", type=input.integer, defval=0, minval=-500, maxval=500) vol = if simulate abs(close - close[1]) + abs(high - max(open, close)) * 2 + abs(min(open, close) - low) * 2 else volume out = ema(src * vol, period) / ema(vol, period) plot(out, title="VWEMA", color=color.blue, linewidth=2, offset=offset)

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