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VWMA/SMA Breakout and Divergence Detector

This indicator compares four different values :

-Fast Simple Moving Average ( SMA )
-Fast Volume Weighted Moving Average ( VWMA )
-Slow SMA
-Slow VWMA

Comparing SMA's and VWMA's of the same length is a common trading tactic. Since volume is not taken into consideration when calculating Simple Moving Averages, we can gain valuable insights from the difference between the two lines.

Since volume should be increasing along with an upwards price movement, the VWMA should be greater than the SMA during a volume-supported uptrend. Thus, we can confirm an uptrend if the VWMA remains greater than the SMA . If the VWMA falls under the SMA in the midst of an upwards price movement, however, that indicates bearish divergence. The opposite is true for downtrends. If price is decreasing and volume is decreasing at the same time (as it should), then we can confirm the downtrend.

Interpreting the Graph:
If the slow SMA is greater than the slow VWMA , then the area representing the difference between the two lines is filled in red. If the slow VWMA is greater than the slow SMA , however, the area between the two is filled green.

If the fast SMA is greater than the fast VWMA , then the area between the two dotted lines is filled in red. On the other hand, the area will be filled green if the fast VWMA is greater than the slow SMA .

In addition to spotting divergences and confirming trends, the four lines can be used to spot breakouts. Typically, a VWMA crossover will precede the SMA crossover. When the fast VWMA crosses over the slow VWMA and then a SMA crossover follows shortly after, then it is a hint that a bullish trend is beginning to form.


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-Profit Programmers
http://www.profitprogrammer.com

תגובות

Good Information :) Thanks for the share
+1 השב
Breakout already happened, after that the indicator shows it. So it's not really practical. But it's logical because everything is based on moving averages and they are lagging.
השב
GOOd
השב
could you explain simply how to detect divergences and breakouts with this indicator? and what is its percentage success in detecting them? thank you.
השב
בית סורק מניות סורק מט"ח סורק מטבעות-קריפטו יומן כלכלי אודות תכונות גרף מחירון הפנה חבר כללי הבית מרכז תמיכה כלים לאתרים וברוקרים יישומונים פתרונות גרפיים ספריית גרפים קלי משקל בלוג וחדשות טוויטר‏