DALE ! VOLUME-WEIGHTED MACD (VWMACD) ! Author: David Hawkins, TASC October 2009 ! Coded by: Richard Denning 8/9/09 ! www.TradersEdgeSystems.com ! INPUTS: macdLenS is 12. macdLenL is 26. macdLenSig is 9. ! APPREVIATIONS: C is [close]. V is [volume]. PD is {position days}. ! VARIABLES: VWemaS is expavg(V*C,macdLenS) / expavg(V,macdLenS). VWemaL is expavg(V*C,macdLenL) / expavg(V,macdLenL). VWMACD is VWemaS - VWemaL. ! PLOT Line1 VWMACD VWMACDsig is expavg(VWMACD,macdLenSig). ! PLOT Line2 VWMACDsig ! VWMACD HISOTRIGRAM: VWMACDH is VWMACD - VWMACDsig. ! PLOT as VWMACD histogram ! STANDARD MACD: emaS is expavg(C,macdLenS). emaL is expavg(C,macdLenL). MACD is emaS - emaL. ! PLOT Line1 MACD MACDsig is expavg(MACD,macdLenSig). ! PLOT Line2 MACDsig ! VWMACD HISOTRIGRAM: MACDH is MACD - MACDsig. ! PLOT as MACD histogram ! SYSTEM TO TEST INDICATORS: BuyStdMACD if MACDH < 0 and MACDH > valresult(MACDH,1). ExitStdMACD if (MACDH > 0 and MACDH < valresult(MACDH,1)) or PD >= 10. BuyVWMACD if VWMACDH < 0 and VWMACDH > valresult(VWMACDH,1). ExitVWMACD if (VWMACDH > 0 and VWMACDH < valresult(VWMACDH,1)) or PD >= 10.  Rule Libraryÿÿ CCodeView BuyStdMACDÿÿ CReportViewÐSymbolÀ< BuyVWMACD€ÐSymbolÀ<.rus1000ÿÿÿÿÿÿ CBackTestProperty BuyStdMACD ExitStdMACDPP¦.VMACD Indicator BuyStdMACDSPXPrus1000 ˜Œã@hŒã@ÿÿÿÿÀgâ@€Œã@€ BuyVWMACD ExitVWMACDPP¦.VMACD Indicator BuyVWMACDSPXPrus1000 ˜Œã@hŒã@ÿÿÿÿÀgâ@€Œã@00:00