VPCI for Amibroker (AFL)

 /*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;**