http://traderpedia.it/wiki/index.php?action=history&feed=atom&title=TS_Volume-Weighted_Average 2026-05-14T12:57:47Z Cronologia della pagina su questo sito MediaWiki 1.35.2 http://traderpedia.it/wiki/index.php?title=TS_Volume-Weighted_Average&diff=1853&oldid=prev 2012-03-22T07:58:35Z

<p><span dir="auto"><span class="autocomment">Vedi anche:</span></span></p> <p><b>Nuova pagina</b></p><div>'''''Trading System &quot;Volume-Weighted Average&quot;''''' <br /> <br /> Formula per Tradestation™: <br /> <br /> INIZIO FORMULA <br /> <br /> Type : Signal, Name : Volume-Weighted Average<br /> <br /> Vars:&lt;br&gt;MaLen(9),&lt;br&gt;AvgVolume(0),&lt;br&gt;Turbo(0),&lt;br&gt;InvTurbo(0),&lt;br&gt;MaWeight(0),&lt;br&gt;TurboMA(0); <br /> <br /> AvgVolume = Average(V, MaLen);&lt;br&gt;Turbo = (AvgVolume - Lowest(AvgVolume, MaLen)) / (Highest(AvgVolume, MaLen) - Lowest(AvgVolume, Malen));&lt;br&gt;InvTurbo = 1 - Turbo;<br /> <br /> If MaLen &amp;gt; 2 Then MaWeight = (2 / (1 + MaLen)) Else MaWeight = 0.67;&lt;br&gt;TurboMA = TurboMA * InvTurbo + AvgPrice * Turbo;&lt;br&gt;If Date &amp;lt; 1000401 Then Begin<br /> <br /> If MarketPosition = 0 and C &amp;lt; TurboMA and TurboMA &amp;lt; TurboMA [1] Then&lt;br&gt;Buy Tomorrow on Highest(High, 2) Stop;&lt;br&gt;End;<br /> <br /> If MarketPosition = 1 and C &amp;lt; TurboMA Then Begin&lt;br&gt;ExitLong on Close;&lt;br&gt;ExitLong Tomorrow on EntryPrice * 0.96 Stop;&lt;br&gt;End;<br /> <br /> If Date &amp;gt;= 1000401 Then Begin&lt;br&gt;If MarketPosition = 0 and C &amp;gt; TurboMA and TurboMA &amp;gt; TurboMA [1] Then&lt;br&gt;Sell Tomorrow on Lowest(Low, 2) Stop;&lt;br&gt;End;<br /> <br /> If MarketPosition = -1 and C &amp;gt; TurboMA Then Begin&lt;br&gt;ExitShort on Close;&lt;br&gt;ExitShort Tomorrow on EntryPrice * 1.04 Stop;&lt;br&gt;End;<br /> <br /> &lt;br&gt;FINE FORMULA <br /> <br /> == Vedi anche: ==<br /> <br /> *[[Indice sequenziale Trading System|Indice sequenziale Trading System]]<br /> <br /> [[Category:Formule_Trading_System]]</div>

imported>Stefano Fanton