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Miha Kralj
2026-03-13 13:47:10 -07:00
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lib/volume/evwma/Evwma.md
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| **PineScript** | [evwma.pine](evwma.pine) |
- EVWMA (Elastic Volume Weighted Moving Average) is a volume-adaptive moving average that weights each bar's contribution to the average by its volum...
- Parameterized by `period` (default 20).
- Output range: Unbounded.
- Requires `> period` bars of warmup before first valid output (IsHot = true).
- **Similar:** [VWMA](../vwma/Vwma.md), [VWAP](../vwap/Vwap.md) | **Complementary:** OBV | **Trading note:** Elastic Volume-Weighted MA; adapts weighting dynamically based on volume flow.
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
## Introduction
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- Fries, C. P. "Elastic Volume Weighted Moving Average." Technical analysis research notes.
- Granville, J. "New Key to Stock Market Profits." Prentice-Hall, 1963. (Volume analysis foundations)
- Ehlers, J. F. "Cybernetic Analysis for Stocks and Futures." Wiley, 2004. (Adaptive smoothing concepts)
- Ehlers, J. F. "Cybernetic Analysis for Stocks and Futures." Wiley, 2004. (Adaptive smoothing concepts)