Volume Weighted Moving Average with Inetractive Brokers

Volume Weighted Moving Average with Ineractive Brokers This is nothing special but was inspired by Trading Systems and Method book by PJ Kaufman //TSM Triangular Average (I) //closevol = close*Volume; (see above) //avg1 = summation(closevol,period1)/summation(volume,period1); //avg2 = Summation(closevol,period2)/summation(volume,period2); //vwmacd = avg1 – avg2; //signal = average(vwmacd,signalper);   IBMovAvgWinForm