CALDEIRÃO DE BOLSA

Luis39 Escreveu:Há algum indiador que contemple o volume de negociação...que preferencialmente deveria estar associado à variação da acção nesse mesmo período.

BN

Twiggs Money Flow makes two basic improvements to the Chaikin Money Flow formula:

* To solve the problem with gaps, Twiggs Money Flow uses true range, rather than daily Highs minus Lows.
* And, rather than a simple-moving-average-type formula, Twiggs Money Flow applies exponential smoothing, using the method employed by Welles Wilder for many of his indicators.

Twiggs Money Flow
http://www.incrediblecharts.com/indicat ... y_flow.php

periods:=Input("TMF periods",1,100,21);
TRH:=Max(Ref(C,-1),H);
TRL:=Min(Ref(C,-1),L);
TR:=TRH-TRL;
ADV:=((C-TRL)-(TRH-C))/If(TR=0,999999,TR)*V;
If(Wilders(V,periods)=0,0,Wilders(ADV,periods)/Wilders(V,periods))