Weighted Close
Weighted Close is similar to Typical Price - the only difference being that the weighted close, as the name implies, place greater weighting on closing price. Both indicators approximate the average price traded for a period and are used as filters in moving average systems.
Weighted Close is calculated as: (High + Low + Close * 2 ) / 4
Weighted Close is featured in Steven Achelis' book, Technical Analysis A-Z.
Example
Intel shown with Weighted Close and 21 day exponential moving average.
Mouse over chart captions to display trading signals.
Using the Single Moving Average System:
Long signals [L] are generated when the weighted close crosses to above the moving average.
Short signals [S] occur when the weighted close crosses to below the moving average.
Observe how the weighted close filter eliminates a number of whipsaws (where price crosses the re-crosses the moving average).
Setup
See Indicator Panel for directions on how to set up an indicator.