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3 / 5 (Votes 3)

oscillator, amibroker

Submitted by janet0211 almost 15 years ago

Submitted by tuanstock1 over 10 years ago

Submitted by dljtrader over 14 years ago

Submitted by genkumag over 13 years ago

Submitted by klimpek over 14 years ago

Submitted by reb almost 15 years ago

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/*Volume-weighted average = Sum {closing price (I) * [Volume (I)/(total range)]} where I = given Day’s action.*/
 
Days = Days1 =LINE_ZERO =0;
vpci_zero= 0;
S_PERIOD = Param("vm sHORT",5,1,50,1);
L_PERIOD = Param("vm LONG",20,1,100,1);
 
/////////****************VWMA********************/
 
S_VWMA = Sum(C*V,S_PERIOD)/Sum(V,S_PERIOD);
L_VWMA = Sum(C*V,L_PERIOD)/Sum(V,L_PERIOD);
VWMA = S_VWMA + L_VWMA;
 
printf("Close Short %g \n",Ref(C,S_PERIOD-1));
printf("VOLCUM %g \n",(Ref(V,S_PERIOD)+Ref(V,L_PERIOD)));
printf("LPERIODA %g \n",L_PERIOD);
printf("LVWMA %g \n",L_VWMA);
printf("SPERIODA %g \n",S_PERIOD);
printf("SVWMA %g \n",S_VWMA);
printf("VWMA %g \n\n",VWMA);
 
/////////****************VPC********************/
 
VPC = L_VWMA - MA(C,L_PERIOD);
printf("MA long %g \n",MA( C,L_PERIOD));
 
VPR = S_VWMA / MA(C,S_PERIOD);
printf("VPR %g \n",VPR);
 
Vol_multi = MA(V,S_PERIOD)/MA(V,L_PERIOD);
printf("VPC %g \n",VPC);
 
printf("vOL_MULTI %g \n",Vol_multi);
 
VPCI = VPR * Vol_multi * VPC;
printf("VPCI = %g \n",VPCI);
 
Plot(vpci_zero,"",colorWhite);
Plot(VPCI,"",colorRed);
 
// and VPCI smoothed
aperiod = Param("Smoothing period", 20, 1, 30, 1 );
VPCI_SMOOTH = MA( VPCI, aperiod);
Plot( VPCI_SMOOTH, "MA("+aperiod+")", colorBlue );
 
VPCI_BUY = VPCI > VPCI_SMOOTH AND ADX(7) > 10 AND MACD( 12, 26 ) > Signal( 12, 26, 9 );
 
VPCI_SELL = VPCI< VPCI_SMOOTH;
 
PlotShapes(IIf(VPCI_BUY,shapeUpArrow,Null),colorGreen,0,Min(0,0),-20); 
PlotShapes(IIf(VPCI_SELL,shapeDownArrow,Null),colorBrown,0,Min(0,0),-20); 
//** simple trading system follows***
 //Buy = Vp > Vps AND**
     //ADX( 7 ) > 10 AND**
     // MACD( 12, 26 ) > Signal( 12, 26, 9 );**
// Sell = Vps < Vp;**

1. arm

over 14 years ago

HI
WHAT IS THE ABOVE INDICATOR (CHART POPUPS) CALLED? TX

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2. ecredic

over 13 years ago

I have a consideration!

acording to Buff Dormeier the VPCIsmooth should be made with a VWMA.

maybe you should use the “cross” function for the buy and sell instructions.

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VPCI for Amibroker (AFL)
prasadbrao
over 14 years ago
Amibroker (AFL)

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