TriWMA (Rolling)

8月6日

TriWMA (Rolling)
Compute rolling volume-weighted, time-weighted, and TrueRange-weighted moving averages plus dynamic bands over a specified lookback window.

Metrics
• VWMA: Rolling volume-weighted moving average (hlc3 × volume) over the lookback window
• TWMA: Rolling time-weighted moving average (ohlc4) over the lookback window
• TrueWMA: Rolling TrueRange-weighted moving average (TrueMid × TrueRange) over the lookback window
• Bands: Upper and lower envelopes at ±mult × volatility (or ±mult % of WMA in percent mode)
• Lagged SMA: SMA from lookback bars ago

Toggle Options
• Show VWMA | Show V-Bands
• Show TWMA | Show T-Bands
• Show TrueWMA | Show True-Bands
• Show Lagged SMA | Bold Lagged SMA | Shade Between Bands

Underlying Calculations
VWMA
• hlc3 = (high + low + close) ÷ 3
• VWMA = sum(hlc3 × volume, lookback) ÷ sum(volume, lookback)

TWMA
• ohlc4 = (open + high + low + close) ÷ 4
• TWMA = sum(ohlc4, lookback) ÷ lookback

TrueWMA
• range = TrueRange
• mid = TrueMid
• TrueWMA = sum(mid × range, lookback) ÷ sum(range, lookback)

Volatility & Lookback
• Method: Std Dev, MAD, ATR-scaled, Percent
• Lookback bars: number of bars for volatility lookback

Band Widths & Edges
• width = multiplier × volatility (or WMA × mult / 100 in percent mode)
• upper = WMA + width
• lower = WMA − width

8月6日

發行說明

updated chart