[pshaiCmd] Volume Adjusted Moving Average (VAMA)

Volume Adjusted Moving Average

“Time-based moving averages make the assumption that all trading days are equal. Important trading days are usually associated with heavier volume. VAMA makes price and volume equal partners when computing the average. Higher volume trading days are more heavily weighted than lower volume days.”

This command is also optimized, meaning, that after the very first call of this command it only calculates the latest value.
NOTE: With CC_HighSpeedPrices the results might not be what was expected!

Usage:

local c = ClosePrices()
local v = GetVolume()

local vama1 = CC_VAMA(c, v, 14, 0.67)
local vama2 = CC_VAMA(c, v, 55, 0.67)

Plot(0, 'vama1', vama1, Cyan)
Plot(0, 'vama2', vama2, {c = Orange, w = 3})

~pshai