Duyck

V/V weighted ma - JD

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As a third new weighted moving average I present the Volume-Volatility Weighted Moving Average .



The Volume-Volatility Weighted Moving Average (VVwma) calculates the average price over a certain period,
weighted by both volume and volatilty, Big volume doesn't necessarily move price a lot but is very important,
big price moves don't always need big volume but also have a lot of importance!

In this indicator both big volume moves as well as big price moves are factored in to calculate the ma behaviour.

The ma has a tendancy to quickly give an indication of a ranging vs trending market by angle of the ma.
In ranging market it quickly flattens out and could be used to filter out insignificant low volume / volatility moves
compared to regular ma's or the standard volume weighted ma

Another use of it could be as entry/exit signals or
as a means of a trailing stop or a hard exit for a strategy or
as a "baseline" to combine with other signals

feel free to experiment!!!

If you use the VVwma in your scripts or your work, a shoutout would be nice!!

Gr , JD .

#NotTradingAdvice #DYOR
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Bạn muốn sử dụng tập lệnh này trên biểu đồ?
Disclaimer.
I AM NOT A FINANCIAL ADVISOR.
THESE IDEAS ARE NOT ADVICE AND ARE FOR EDUCATION PURPOSES ONLY.
ALWAYS DO YOUR OWN RESEARCH!
JD.

You can contact me for info/access in PM or on Telegram: @jduyck
PLS, DON'T ASK FOR ACCESS IN THE COMMENT SECTION!

Bình luận

Hi Duyck, I think that's what I was looking for. I have the V/V weighted ma (length 13) crossed with the 54 EMA in the 1-hour chart. It looks like my search may have ended. Theoretically. For now. Great work - I'm very happy with it.

Kind regards

Jack
+2 Phản hồi
Duyck JackBerlin
@JackBerlin, hi, nice to hear, I have some more experimenting to do too.

Gr, JD.
+2 Phản hồi
This makes a fantastic exit indicator (and great for many other uses). When the price crosses and closes this line get out, just adjust the settings to your needs and test it.
+1 Phản hồi
Duyck stevenwalter0
@stevenwalter0, Hi glad you find value in it!
Gr, JD.
+1 Phản hồi
holy smokes this is great! Follows massive drops and flatlines when ranging. Thanks!
+1 Phản hồi
Duyck stluvin
@stluvin, Thanks for the feedback!
Gr, JD.
+1 Phản hồi
This is great, i love your innovation this and the VAMA are a much better way to do moving averages. You are making the tesla of indicators.
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Duyck stevenwalter0
@stevenwalter0, thank you for the kind words!
gr, JD.
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@Duyck , glad i found this, JD - super interesting idea to play with :)
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Duyck RedKTrader
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