VolWeighted_MacdHist.efs, VolWeighted_EMA.efs
EFSLibrary - Discussion Board
File Name:
- VolWeighted_MacdHist.efs
- VolWeighted_EMA.efs
Description:
VolWeighted_MacdHist.efs
Volume Weighted MACD Histogram, by David Hawkins
VolWeighted_EMA.efs
Combining Exponential And Volume Weighting, by David Hawkins
Formula Parameters:
VolWeighted_MacdHist.efs
- Long Period : 26
- Short Period : 12
- Smoothing Period : 9
VolWeighted_EMA.efs
- Length : 22
Notes:
The related article is copyrighted material. If you are not a subscriber of Stocks & Commodities, please visit www.traders.com.
Download File:
VolWeighted_MacdHist.efs
VolWeighted_EMA.efs
EFS Code:
- VolWeighted_MacdHist.efs
/*********************************
Provided By:
eSignal (Copyright c eSignal), a division of Interactive Data
Corporation. 2009. All rights reserved. This sample eSignal
Formula Script (EFS) is for educational purposes only and may be
modified and saved under a new file name. eSignal is not responsible
for the functionality once modified. eSignal reserves the right
to modify and overwrite this EFS file with each new release.
Description:
The Volume-Weighted MACD Histogram
Version: 1.0 07/07/2009
Formula Parameters: Default:
Long Period 26
Short Period 12
Smoothing Period 9
Notes:
The related article is copyrighted material. If you are not a subscriber
of Stocks & Commodities, please visit www.traders.com.
**********************************/
var fpArray = new Array();
var bInit = false;
var bVersion = null;
function preMain() {
setPriceStudy(false);
setShowCursorLabel(true);
setShowTitleParameters(false);
setStudyTitle("VMACDH");
setPlotType(PLOTTYPE_HISTOGRAM);
setDefaultBarThickness(2, 0);
setDefaultBarFgColor(Color.green, 0);
setCursorLabelName("VMACDH", 0);
addBand(0, PS_SOLID, 1, Color.darkgrey);
askForInput();
var x=0;
fpArray[x] = new FunctionParameter("Short_period", FunctionParameter.NUMBER);
with(fpArray[x++]){
setName("Short Period");
setLowerLimit(1);
setUpperLimit(500);
setDefault(12);
}
fpArray[x] = new FunctionParameter("Long_period", FunctionParameter.NUMBER);
with(fpArray[x++]){
setName("Long Period");
setLowerLimit(1);
setUpperLimit(501);
setDefault(26);
}
fpArray[x] = new FunctionParameter("Smoothing_period", FunctionParameter.NUMBER);
with(fpArray[x++]){
setName("Smoothing Period");
setLowerLimit(1);
setUpperLimit(200);
setDefault(9);
}
}
var xVMACD = null;
var xVMACDSignal = null;
function main(Long_period, Short_period, Smoothing_period) {
var nBarState = getBarState();
var nRes = 0;
var nVMACD = 0;
var nVMACDSignal = 0;
if (bVersion == null) bVersion = verify();
if (bVersion == false) return;
if (nBarState == BARSTATE_ALLBARS) {
if (Long_period == null) Long_period = 26;
if (Short_period == null) Short_period = 12;
if (Smoothing_period == null) Smoothing_period = 9;
}
if (!bInit) {
xVMACD = efsInternal("Calc_VMACD", Long_period, Short_period);
xVMACDSignal = ema(Smoothing_period, xVMACD);
bInit = true;
}
nVMACD = xVMACD.getValue(0);
nVMACDSignal = xVMACDSignal.getValue(0);
if (nVMACD == null || nVMACDSignal == null) return;
nRes = nVMACD - nVMACDSignal;
return nVMACD;
}
var bSecondInit = false;
var xLongMA = null;
var xShortMA = null;
function Calc_VMACD(Long_period, Short_period) {
var nRes = 0;
var nShortMA = 0;
var nLongMA = 0;
if (!bSecondInit) {
xLongMA = efsInternal("Calc_VWEMA", Long_period);
xShortMA = efsInternal("Calc_VWEMA", Short_period);
bSecondInit = true;
}
nLongMA = xLongMA.getValue(0);
nShortMA = xShortMA.getValue(0);
if (nLongMA == null || nShortMA == null) return;
nRes = nShortMA - nLongMA;
return nRes;
}
var bThridInit = false;
var xMAVolPrice = null;
var xMAVol = null;
function Calc_VWEMA(Length) {
var nRes = 0;
var nMAVolPrice = 0;
var nMAVol = 0;
if (!bThridInit) {
xMAVolPrice = ema(Length, efsInternal("CalcVolPrice"));
xMAVol = ema(Length, volume());
bThridInit = true;
}
nMAVolPrice = xMAVolPrice.getValue(0) * Length;
nMAVol = xMAVol.getValue(0) * Length;
if (nMAVolPrice == null || nMAVol == null || nMAVol == 0) return;
nRes = nMAVolPrice / nMAVol;
return nRes;
}
function CalcVolPrice() {
var nRes = 0;
nRes = volume(0) * close(0);
return nRes;
}
function verify() {
var b = false;
if (getBuildNumber() < 779) {
drawTextAbsolute(5, 35, "This study requires version 8.0 or later.",
Color.white, Color.blue, Text.RELATIVETOBOTTOM|Text.RELATIVETOLEFT|Text.BOLD|Text.LEFT,
null, 13, "error");
drawTextAbsolute(5, 20, "Click HERE to upgrade.@URL=http://www.esignal.com/download/default.asp",
Color.white, Color.blue, Text.RELATIVETOBOTTOM|Text.RELATIVETOLEFT|Text.BOLD|Text.LEFT,
null, 13, "upgrade");
return b;
} else {
b = true;
}
return b;
}
- VolWeighted_EMA.efs
/*********************************
Provided By:
eSignal (Copyright c eSignal), a division of Interactive Data
Corporation. 2009. All rights reserved. This sample eSignal
Formula Script (EFS) is for educational purposes only and may be
modified and saved under a new file name. eSignal is not responsible
for the functionality once modified. eSignal reserves the right
to modify and overwrite this EFS file with each new release.
Description:
Combining Exponential And Volume Weighting
Version: 1.0 07/07/2009
Formula Parameters: Default:
Length 22
Notes:
The related article is copyrighted material. If you are not a subscriber
of Stocks & Commodities, please visit www.traders.com.
**********************************/
var fpArray = new Array();
var bInit = false;
var bVersion = null;
function preMain() {
setPriceStudy(true);
setShowCursorLabel(true);
setShowTitleParameters(false);
setStudyTitle("VWEMA");
setPlotType(PLOTTYPE_LINE);
setDefaultBarThickness(2, 0);
setDefaultBarFgColor(Color.green, 0);
setCursorLabelName("VWEMA", 0);
askForInput();
var x=0;
fpArray[x] = new FunctionParameter("Length", FunctionParameter.NUMBER);
with(fpArray[x++]){
setName("Length");
setLowerLimit(1);
setUpperLimit(500);
setDefault(22);
}
}
var xVWEMA = null;
function main(Length) {
var nBarState = getBarState();
var nVWEMA = 0;
if (bVersion == null) bVersion = verify();
if (bVersion == false) return;
if (nBarState == BARSTATE_ALLBARS) {
if (Length == null) Length = 22;
}
if (!bInit) {
xVWEMA = efsInternal("Calc_VWEMA", Length);
bInit = true;
}
nVWEMA = xVWEMA.getValue(0);
if (nVWEMA == null) return;
return nVWEMA;
}
var bSecondInit = false;
var xMAVolPrice = null;
var xMAVol = null;
function Calc_VWEMA(Length) {
var nRes = 0;
var nMAVolPrice = 0;
var nMAVol = 0;
if (!bSecondInit) {
xMAVolPrice = ema(Length, efsInternal("CalcVolPrice"));
xMAVol = ema(Length, volume());
bSecondInit = true;
}
nMAVolPrice = xMAVolPrice.getValue(0);
nMAVol = xMAVol.getValue(0);
if (nMAVolPrice == null || nMAVol == null || nMAVol == 0) return;
nRes = nMAVolPrice / nMAVol;
return nRes;
}
function CalcVolPrice() {
var nRes = 0;
nRes = volume(0) * close(0);
return nRes;
}
function verify() {
var b = false;
if (getBuildNumber() < 779) {
drawTextAbsolute(5, 35, "This study requires version 8.0 or later.",
Color.white, Color.blue, Text.RELATIVETOBOTTOM|Text.RELATIVETOLEFT|Text.BOLD|Text.LEFT,
null, 13, "error");
drawTextAbsolute(5, 20, "Click HERE to upgrade.@URL=http://www.esignal.com/download/default.asp",
Color.white, Color.blue, Text.RELATIVETOBOTTOM|Text.RELATIVETOLEFT|Text.BOLD|Text.LEFT,
null, 13, "upgrade");
return b;
} else {
b = true;
}
return b;
}