StockFetcher Forums · General Discussion · volume macd<< >>Post Follow-up
101 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?

4,689 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.

4,379 posts
msg #94896
Ignore four
7/18/2010 9:15:24 PM


4,689 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

101 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

4,599 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.

101 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

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