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Indicator : Variable Volatility Stops
INPUT: LENGTH (21), CONST(3.05);
vaR: SWITCH(1), TR(0), ARC(0),
SAR(0),HISIC(0),LOSIC(0);
TR= VOLATILITY (LENGTH);
ARC= TR* CONST;
IF CURRENTbar = length then begin
hisic=c;
losic=c;
if h>=
xaverage (h,length-1) [1] then begin
hisic= highest(c,length);
Sar=hisic-arc;
switch= 1;
end;
if l <= xaverage
(l,length-1) [1] then begin
losic= lowest (c,length);
sar =
losic +arc;
switch=0;
end;
end;
if switch =1 then begin
if c>hisic then
hisic=c;
sar=hisic - arc;
if c< sar then begin
switch=0;
losic=c;
sar = losic + arc;
end;
end;
if switch=0 then begin
if c< losic
then losic=c;
sar= losic +arc;
if c> sar then begin
switch=1;
hisic=c;
saR=HISIC- ARC;
END;
END;
IF C > SAR { AND C[1] < SAR } THEN
Plot1(SAR,"Sell");
IF C < SAR { AND C[1] > SAR} THEN
Plot2(sar,"Buy");
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Function: VHF_ESD
Inputs: Length(NumericSimple);
Vars: Counter(0),
CloseDiff(0),
SumDiff(0);
CloseDiff = 0;
SumDiff = 0;
For Counter = 0 to Length - 1 Begin
CloseDiff = AbsValue(Close[Counter] - Close[Counter + 1]);
SumDiff = SumDiff + CloseDiff;
End;
If SumDiff = 0 Then SumDiff = 1;
VHF_ESD = (Highest(Close, Length) -
Lowest(Close, Length)) / SumDiff;
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Indicator: VHF
Indicator
Inputs: Length(28);
Plot1(VHF_ESD(Length), "VHF");
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Function : VIDYA
Input: Price(numericseries), CMOLen(numeric), VIDYALen(numeric),
Speed(numeric);
Var: Cnt(0),SumUp(0), SumDn(0),
Diff(0),VIDYAPri(0),AbsCMO(0),Const(0);
SumUp = 0;
SumDn = 0;
For Cnt = 0 to CMOLen-1 Begin
Diff =
Price[Cnt] - Price[Cnt+1];
If Diff > 0 then SumUp = SumUp + Diff
else SumDn=SumDn-Diff;
End;
AbsCMO =
Speed*AbsValue((SumUp-SumDn)/(SumUp+SumDn));
Const =
2/(VIDYALen+1);
VIDYA =
iff(Barnumber>VIDYALen,(Price*Const*AbsCMO) +
((1-AbsCMO*Const)*VIDYA[1]),Price);
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Indicator :
VIDYA
Input: Price(TypicalPrice), CMOLen(9),
VIDYALen(12), UBandPct(1),
LBandPct(1),Speed(1);
Var: PlotVal(0);
PlotVal = VIDYA(Price,CMOLen,VIDYALen, Speed);
If PlotVal > 0 then begin
Plot1(PlotVal,"VIDYA");
Plot2((1 + UBandPct*.01)*PlotVal,"Upper
Band");
Plot3((1 - LBandPct*.01)*PlotVal,"Lower Band");
End;
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Indicator : VIDYA/CDMA
{Tushar Chande 2001: VIDYA/CDMA}
Input:
Len(10);
Vars:
Diff(0),
MyConst(0),
MyAdx(0),
Varma(0),
EmaIndex(0);
{. Index of EMA .}
If Len > 0 then EmaIndex = (2 / (1 +
Len)) else EmaIndex = 0.20;
{. Stochastic oscillator using ADX .}
MyAdx = ADX(20);
Diff = Highest(MyAdx, 20) - Lowest(MyAdx, 20);
If Diff > 0
then MyConst = (MyAdx - Lowest(MyAdx, 20))/Diff else MyConst =
EmaIndex;
{. Clamp length to that implied by input value
of Len .}
If MyConst > EmaIndex then MyConst = EmaIndex;
{.
Create the variable MA .}
If CurrentBar < 50 then Varma = Close else Varma = (1 -
MyConst) * Varma[1] + MyConst * Close;
Plot1(Varma, "VarMA")
;
Plot2(XAverage(Close, Len), "XAvg")
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Function : VIDYA2
Input:
Price(numericseries),
CMOLen(numeric),
VIDYALen(numeric),
Speed(Numeric);
Var:
NumUp(0),
NumDn(0),
Cnt(0),
SumUp(0),
SumDn(0),
Diff(0),
VIDYAPri(0),
AbsCMO(0),
Const(0);
SumUp = 0;
SumDn = 0;
NumUp=0;
NumDn=0;
For Cnt = 0 to CMOLen-1 Begin
Diff =
Price[Cnt] - Price[Cnt+1];
If Diff > 0 then SumUp = SumUp + Diff
else SumDn=SumDn-Diff;
If Diff > 0 then NumUp=NumUp+1 else
NumDn=NumDn+1;
End;
AbsCMO =
Speed*AbsValue(((NumUp-NumDn)*(SumUp-SumDn))/((SumUp+SumDn)*(NumUp+NumDn)));
Const = 2/(VIDYALen+1);
VIDYA2 = iff(Barnumber > VIDYALen,(Price *
Const * AbsCMO) +
((1 - AbsCMO * Const) * VIDYA2[1]),Price);
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Indicator
: VIDYA2
Input:
Price(TypicalPrice),
CMOLen(9),
VIDYALen(12),
UBandPct(1),
LBandPct(1),
Speed(2);
Var: PlotVal(0);
PlotVal = VIDYA2(Price,CMOLen,VIDYALen,Speed);
If PlotVal > 0 then begin
Plot1(PlotVal,"VIDYA");
Plot2((1 + UBandPct*.01)*PlotVal,"Upper
Band");
Plot3((1 - LBandPct*.01)*PlotVal,"Lower Band");
End;
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Function :
VIMALength
inputs:
MaxLength1(numericsimple),
{"interval" will vary from
2 days to (MaxLength1 + 1)
days; equivalently, Length1 below will
vary from 1 day to MaxLength1 days}
Length2(numericsimple),
{number of
historical RESULTS to consider for each max/min calculation;
actual number of historical data points used may be more than this}
ShortestVIMALength(numericsimple),
LongestVIMALength(numericsimple);
variables:
VIMAOsc( 0 ),
Length1( 0 ),
MaxDiff( 0 ),
MinDiff( 0 ),
NormDiff( 0 ),
VIMAOscMax( 0 ),
VIMAOscMin( 0 ),
VIMAOscNorm( 0 ),
VIMALengthRange(LongestVIMALength - ShortestVIMALength);
VIMAOsc = 0;
for Length1 = 1 to MaxLength1
begin
MaxDiff = Highest(Close - Close[Length1], Length2);
MinDiff = Lowest(Close - Close[Length1], Length2);
NormDiff =
(Close - Close[Length1] - MinDiff) / (MaxDiff - MinDiff);
VIMAOsc
= VIMAOsc + NormDiff;
end;
VIMAOscMax = Highest(VIMAOsc, Length2);
VIMAOscMin = Lowest(VIMAOsc, Length2);
VIMAOscNorm = (VIMAOsc -
VIMAOscMin) / (VIMAOscMax - VIMAOscMin);
VIMALength =
ShortestVIMALength + Round(VIMAOscNorm * VIMALengthRange, 0);
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Indicator : VIMA
inputs:
MaxLength1( 3 ),
Length2( 20 ),
ShortestVIMALength( 3 ),
LongestVIMALength( 6 );
variables:
CurrentVIMALength( 0 );
CurrentVIMALength = VIMALength( MaxLength1,
Length2,
ShortestVIMALength, LongestVIMALength);
Plot1(Average(Close, CurrentVIMALength));
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Indicator : Volatility Quality Index
Variables:
VQI(0),
SumVQI(0);
If TrueRange <> 0 and (High - Low) <> 0 Then
VQI = ((Close - Close[1]) / TrueRange + (Close - Open) / (High -
Low)) * 0.5
Else
VQI=VQI[1];
VQI = AbsValue(VQI) * ((Close
- Close[1] + (Close - Open)) * 0.5);
SumVQI = SumVQI + VQI;
Plot1(SumVQI,"");
Plot2(Average(SumVQI,9),"");
Plot3(Average(SumVQI,200),"");
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