xinolia

EVWAP (Exponential smoothing volume weighted average)指数平滑出来高加重平均

xinolia Updated   
Although it is called VWAPS (volume weighted average), I tried remodeling the calculation formula to EMA style because I do not like big movement when the large foot of the volume comes out of the section.
I think that it is a good one, but the current situation is unknown.
By the extra, I put various lines so that I can draw them all at once.
VWAPS(出来高加重平均)と言うのがありますが、ボリュームの大きな足が区間から抜けた時に大きく動くのが気に入らないというわけで、計算式をEMA風に改造してみました。
良いものだとは思いますが、現状用途不明です。
おまけで、いろいろな線が一気に引けるよう入れて置きました。
Release Notes:
Since VHAP is inevitably different in the line, I examine it, I confuse VWAP with VWMA and explain it a lot.
Exponential smoothing volume weighted average Line Exponential smoothing We have fixed it to the weighted average line.
Detailed bug fixes
Add a secret band
どうしてもVWAPに線が違うので調べてみると、VWAPとVWMAを混同して解説してるのが多数ですね。
Exponential smoothing volume weighted average Line 指数平滑出来高加重平均線に修正しておきますね。
細かなバグフィックス
こっそりバンドを追加
Release Notes:
Setting adjustment
It is quite a tracking power.
設定調整
かなりの追尾力ですね。
Release Notes:
Secretly add SMA (Bollinger band)
こっそりSMA(ボリンジャーバンド)を追加
Release Notes:
We have adjusted the calculation formula of the exponentially smoothed volume weighted coefficient which is quite important, so we will use Ver2.
かなり重要な指数平滑出来高加重係数の計算式を調整しましたのでVer2とします。

Open-source script

In true TradingView spirit, the author of this script has published it open-source, so traders can understand and verify it. Cheers to the author! You may use it for free, but reuse of this code in a publication is governed by House Rules. You can favorite it to use it on a chart.

Disclaimer

The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.

Want to use this script on a chart?