Variable List Abbreviation: Pt+ClVolWgtMvAvg
Variable Mode(s): Futures2
[ Note: appears in indicator list only after put volume and call volume selected ]
Parameter(s): Pt+ClVolWgtMvAvg time periods
Description:
A weighted moving average of price over the last n (time periods) time periods in which the price of time periods with high total volume contributes more than the price of time periods with low total volume.
Calculation:
sum over n time periods of ( put & call volume sum * close )
sum over n time periods of ( put & call volume sum )
