StockFetcher Forums · General Discussion · volume macd<< >>Post Follow-up
88 posts
msg #94894
Ignore push5280
7/18/2010 8:01:19 PM

Can anyone give me a starting point to write the code to plot MACD of volume rather than the standard MACD of price?

4,577 posts
msg #94895
Ignore Eman93
7/18/2010 8:15:03 PM

I dont think you can calc the ema of the volume... you can do a simple moving average of the volume

you would use the 12 and the 26 with the 9 as a signal.

3,313 posts
msg #94896
Ignore four
7/18/2010 9:15:24 PM


4,577 posts
msg #94897
Ignore Eman93
7/18/2010 9:19:15 PM

Fetcher[set {a1, Average Volume(12) + 0}
set {a2, Average Volume(26) + 0}

draw a1 on plot a2

88 posts
msg #94909
Ignore push5280
7/19/2010 11:00:10 AM

can anyone help debug?

set{av12, average volume(12)}
set{av26, avgvol(26)}
set{avd, av1 - av2}
set{d9, cma(avd,9)

price is between 1 and 2
average volume(90) is above 500000

plot avd on plot dp

3,828 posts
msg #94911
Ignore Kevin_in_GA
7/19/2010 12:56:42 PM

Your last set statement needs a "}" to close it. This is why no stocks are being returned. Look at the Debug function in the filters.

I would try something like this:


set{volema12, cema(volume,12)}
set{volema26, cema(volume,26)}
set{volMACD, volema12 - volema26}

set{trigger, cema(volMACD,9)}

set{volMACDHist, volMACD - trigger}

add column volMACDHist

draw volMACDHist line at 0


Herein lies the problem with the idea of a MACD for volume - it does not distinguish between large UP days and large DOWN days - all volume is seen as positive.

Be careful of this if you try to use this approach with your cash.

88 posts
msg #94920
Ignore push5280
7/19/2010 4:50:13 PM


thats for your help with the filter, I was getting set errors for the first statement down. sure did miss the closing } . I need to not try to write code in the morning! Thanks for your warning also

StockFetcher Forums · General Discussion · volume macd<< >>Post Follow-up

*** Disclaimer *** does not endorse or suggest any of the securities which are returned in any of the searches or filters. They are provided purely for informational and research purposes. does not recommend particular securities., Vestyl Software, L.L.C. and involved content providers shall not be liable for any errors or delays in the content, or for any actions taken based on the content.

Copyright 2016 - Vestyl Software L.L.C.Terms of Service | License | Questions or comments? Contact Us
EOD Data sources: DDFPlus & CSI Data Quotes delayed during active market hours. Delay times are at least 15 mins for NASDAQ, 20 mins for NYSE and Amex. Delayed intraday data provided by DDFPlus