StockFetcher Forums · Indicators and Measures · Volume Weighted MACD (VWMACD)<< >>Post Follow-up
963 posts
msg #265
12/17/2002 2:51:49 PM

Volumed Weighted MACD (VWMACD)

Parameters MA Period 1
MA Period 2
EMA Period
Usage VWMACD Fast Line(Period1,Period2,EMAPeriod)
VWMACD Slow Line(Period1,Period2,EMAPeriod)
VWMACD Histogram(Period1,Period2,EMAPeriod)
Description The volume weighted MACD is computed in the exact same fashion as the standard MACD (Moving average convergence/divergence) except the Volume Weighted MACD uses volume weighted moving averages as opposed to exponential moving averages.

To generate the signal (or fast line), the difference is computed between the fast and slow moving average. The slow line is then computed by taking an n-day exponential moving average of the raw signal. Finally, the VWMACD Histogram is the difference between the fast and slow lines.

Fetcher[VWMACD Fast Line(12,26,9) crossed above the VWMACD Slow Line(12,26,9)]

Fetcher[VWMACD Histogram(12,26,9) has been increasing for 15 days]

Fetcher[VWMACD Slow line(12,26,9) crossed above 0 within the last 1 day]

StockFetcher Forums · Indicators and Measures · Volume Weighted MACD (VWMACD)<< >>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