weighted

rumpypumpydumpy

Calculates weighted mean, variance, standard deviation, MSE and RMSE from time series variables or arrays. When calculating from arrays, the function expects index 0 to be the most recent sample and weight values.

RicardoSantos

a function for relative weighted average using arrays

CrazedJEW

Moving Volume Weighted Average Price (VWAP), with adjustable length and Timeframe.

JohnBaron

Moving averages are filters on price data. This moving average creates a filter which factors in: - the price RSI or it's Momentum - the volume RSI - the RVI or Volatility Each factor is put through a least squares filter to smooth them first. Then the factors are used to build a coefficient for an exponentially weighted average. The chart above shows a...

DonovanWall

This is an experimental study designed to identify the underlying trend bias and volatility of an instrument over any custom interval TradingView supports. First, reset points are established at points where the opening price of the interval changes. Next, Volume Weighted Average Price (VWAP) is calculated. It is the cumulative sum of typical price times volume...

JeroenHouttuin

Cumulative Force Indicator. Can also be seen as an OBV indicator that takes the price differences into account. In a regular OBV, a high volume bar can make a huge difference, even if the price went up only 0.01, and it it goes down 0.01 instead, that volume makes the OBV go down big time, even though in both cases hardly anything really happened. cForce is a...

DonovanWall

This is an experimental study derived from George Lane's Stochastic Oscillator. The %KWMA is calculated by taking a moving average of source with a %K weighting factor over its specified period. The %DWMA is calculated by taking a simple moving average of %KWMA over its specified period. Custom bar color scheme included.

DonovanWall

This is an experimental study designed to identify trend activity, and potential support and resistance areas. First, Coefficient of Variation Weighted Moving Average (COVWMA) is calculated, and its intersection points are used as anchor values. Next, a fast period COVWMA calculated for a signal line. For the cloud, its mid level is calculated first by taking the...

Lilsatyre

Ichimoku with cleaned up appearance on chart and volume-weighted highs / lows. Publishing this final version with open script.

eldeivit

With the same idea of the VSA i make the VPSA to make synthetic graph of the price and the volume effect, its easy to see the volume trends. Each instrument have a more clear time frame to see the volume patterns. Can use others indicators over the VPSA, only write in CAPITAL letters open, high, low, close or hl2 at inputs section.

Bartjs

Resets at the start of the day's session (9:50 am on the ASX). Takes the first candle and checks if its a green candle (close > open), and adds the volume to a total (which starts at 0 at the start of the day). Subtracts it if the candles in red. Continues to do this along with all the candles. The volume is also multiplied by the difference between open and...

everget

This indicator was originally developed by Edwin "Sedge" Coppock (Barron's Magazine, October 1962). Specially for @AlexMayorov : 1) Buy when indicator crosses the zero line upside 2) Sell when indicator crosses the zero line downside

everget

Hello traders! I am reading "Investing with Volume Analysis: Identify, Follow, and Profit from Trends" by Buff Pelz Dormeier so I am going to implement all indicators that are considered there. VW-MACD was developed by Buff Pelz Dormeier in 2000 and is based on the difference between a short-term volume-weighted moving average and a long-term volume-weighted...

io72signals

Couldn't find searching for Linearly Weighted Moving Average (LWMA) in tradingview. Found one with the LWMA title, but it uses plain WMA calculation without the linearity which more heavily weights recent price data, which I need, so I try to made one. LWMAs are also quicker to react to price changes than SMA and EMA. If you want a moving average with less lag...

eldeivit

With the same idea of the VPSA i make the VPSA2 to make Heiken Ashi style synthetic graph of the price and the volume effect, its easy to see the volume trends. Each instrument have a more clear time frame to see the volume patterns. I see very useful like a secondary analysis layer. in the graph show the same RSI with price and VPSA2 like source. Can use...

gamazama

MULTI-TF AVERAGE BBANDS - with signals (BETA) Overall, it shows where the price has support and resistance, when it's breaking through, and when its relatively low/high based on the magic of standard deviation. created by gamazama. send me a shout if u find this useful, or if you create something cool with it. %BB: The price's position in the boilinger band is...

JacobAmos

The TRIMA is simply the SMA of the SMA -- a double-smoothed simple moving average . The end effect of the double smoothing is that greater weight is placed on values near the middle of the lookback period. It therefore reacts relatively slowly to price changes compared to most moving averages . But why would I want more lag? One potential use of this moving...

modhelius

This is simply three moving averages in the same indicator, with the possibility to change the source, length, offset and type on every moving average (Simple, Exponential, Weighted, Volume-weighted, Triple EMA or a moving average that uses RSI ). If you want to disable any of the moving averages, then do that under the "Style"-tab by unchecking the box for that...