Volume Weighted EMA?

[NinjaTrader_JoshP]

GGAG33,

That is standard C# code. NinjaTrader is not built on a simple scripting language. You have the full power of a true programming language at your finger tips.

[GGAG33]

GGA,

Can you post the code.
In order to translate this, we would need to know what
- t is
- K is

T is Current bar

T - 1 is the past bar

K is 2 / (Period + 1)

And I have nothing worthy of posting because its just 20+ errors in them + I can't figure out how the hell Ninjatrader calculates a EMA because it looks nothing like the real equation...

This is Ninjatraders : Input[0] : Input[0] * (2.0 / (1 + Period)) + (1 - (2.0 / (1 + Period))) * Value[1]

Normal: EMA(t - 1) + (K x [Price(t) - EMA(t - 1)]

I suggest you guys change it, because all the other platforms I have tried besides this one is self explanatory. Most of the time it takes me like 10-15 minutes.

[mrlogik]

GGA,

Can you post the code.
In order to translate this, we would need to know what
- t is
- K is

[NinjaTrader_JoshP]

As a last resort you can try one of the 3rd party NinjaScript Consultants here: http://www.ninjatrader.com/webnew/pa...injaScript.htm

[GGAG33]

Can you at least translate it into how Ninjatrader calculates it for me?

Here's the formula.

VWEMA(t-1) + (K * [Price(t) * Volume(t) - VWEMA(t-1])
------------------------------------------------------
VWEMA(t-1) (K * [Volume(t) - VWEMA(t-1)

So can anyone translate into something that Ninjatrader would understand?

[NinjaTrader_Bertrand]

I spent 10+ hours trying to make one or figure it out and just couldn't figure out what I was doing wrong.

If it's easy or something could someone post one?

Hi GGAG33, welcome to the forum!

Have you tried our regular VWMA? This is like a normal SMA, but weighted by volume.

Do you mind sharing any references you have for the Vol Weighted EMA you are talking about?

Thanks!

[GGAG33]

I spent 10+ hours trying to make one or figure it out and just couldn't figure out what I was doing wrong.

If it's easy or something could someone post one?