Post #2171 by Aussi on the Mechanical Investing board

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Investment Strategies / Mechanical Investing

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Using GTR1, i want to calculated the volume weighted moving average of gprc. I am trying to determine if the method proposed by Dormeier in "Investing with Volume Analysis" adds value.

E.G
((gprc(1) x agv(1,1)) + (gprc(2) x agv(2,1)) + (gprc(3) x agv(3,1))/((agv(1,1) +agv(2,1) + agv (3,1)) x 3)

I would like to do this for up to 90 days so it becomes a bit tedious. I believe it can be done with sgsum() but I am not sure of the structure to do this.

Suggestions would be appreciated.

Thanks

Aussi

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