OPEN-SOURCE SCRIPT
Ratio Smoothed, Volume Weighted Moving Average
已更新
This is experimental moving average doesn't use a period/length but instead buffers the price per share and transfers that price per share at a given ratio per bar while also releasing the previous values at a decay ratio.
The idea is that volume is the engine by which the price moves but spikes in volume can cause noise. By having a buffer of price per share units, this VWMA style indicator can behave more like a WMA combined with volume (VAWMA) but smooths out the noise of recent volume. The end result is a price movement that is smooth but also still based strongly up on the average price per share and will always eventually catch up to the true price per share value.
A metaphor to understand this could be a bucket with a hole in it where water is flowing sporadically into the bucket. The level of water in the bucket may change drastically but instead of all the water emptying out immediately, it is throttled by the hole in the bottom. As the level rises, the water pressure increases and the flow increases so that the virtual bucket never has a chance to fill up but also never really empties either.
The idea is that volume is the engine by which the price moves but spikes in volume can cause noise. By having a buffer of price per share units, this VWMA style indicator can behave more like a WMA combined with volume (VAWMA) but smooths out the noise of recent volume. The end result is a price movement that is smooth but also still based strongly up on the average price per share and will always eventually catch up to the true price per share value.
A metaphor to understand this could be a bucket with a hole in it where water is flowing sporadically into the bucket. The level of water in the bucket may change drastically but instead of all the water emptying out immediately, it is throttled by the hole in the bottom. As the level rises, the water pressure increases and the flow increases so that the virtual bucket never has a chance to fill up but also never really empties either.
發布通知
Fixed description and thumbnail.發布通知
Added feature for using time instead of bars so that the plot can stay consistent across multiple time-frames.發布通知
Allow for smaller minimum.開源腳本
在真正的TradingView精神中，這個腳本的作者以開源的方式發佈，這樣交易員可以理解和驗證它。請向作者致敬！您可以免費使用它，但在出版物中再次使用這段程式碼將受到網站規則的約束。 您可以收藏它以在圖表上使用。
想在圖表上使用此腳本？
免責聲明
這些資訊和出版物並不意味著也不構成TradingView提供或認可的金融、投資、交易或其他類型的意見或建議。請在使用條款閱讀更多資訊。