mrtools wrote: Mon Sep 01, 2025 8:51 pm Deviation Scaled VWMA (Volume Weighted MA) alternative calculation

In the regular DSMA it uses a close[0] - close[2] smoothed with super smoother.
In the Vwma version it is using a close[0] - close[2] smoothed with Vwma, then smoothed again with super smoother.
In the final calculation it uses an ema calculation with a choice of all the prices.

Overnight was thinking that instead of using close[0] - close[2] why didn't I use all the prices in the complete calculation, so changed it to reflect that.

So, in this version instead of close[0] - close[2] it is using the prices[0] - prices[2], throughout the whole code which to me is probably closer to the original intent.

PS: For the previous code this was based on, please see: Deviation Scaled VWMA by Mrtools.