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Volume Weighted Average Divergence [DW]

This is an experimental study inspired by the volume weighted moving average convergence divergence (VWMACD) concept.
In this formula, divergences between two volume weighted moving averages and two simple moving averages over their respective lookback periods are calculated.
The difference between the divergences is calculated, then the difference between the result and an exponential moving average of the result are calculated to provide a histogram.
Finally, the mean value between the two divergences is calculated to provide the VWAD line.

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Feragatname

Bilgiler ve yayınlar, TradingView tarafından sağlanan veya onaylanan finansal, yatırım, işlem veya diğer türden tavsiye veya tavsiyeler anlamına gelmez ve teşkil etmez. Kullanım Şartları'nda daha fazlasını okuyun.