Hi, 

I'm trying to implementant an indicator using PCF that excatly emulates the TSV line plot with settings of: Period = 25, Average type = Exponential

Note that this is not the same as XAVG(TSV25.0,x) which applies an x day exponential moving average smoothing to the TSV25 after the TSV25 has been calculated instead of using the exponential averaging within the TSV calc.

Results between the two can be significantly different

Thanks for your help

Richard Holden

The only difference between a Simple TSV and an Exponential TSV is the type of moving average applied to the raw Time Segmented Volume calculations.

Your formula (were x given a numeric value) would be the x-Period Exponential Moving Average of a 25-Period Simple TSV. The formula for a 25-Period Exponential TSV would be:

XAVG(TSV,25)

Thanks Bruce, 

This does the job nicely

Richard

You're welcome.