Conversione dell’indicator VPN dal software di trading Tradestation

• 02/08/2022 at 9:52 PM #187910
  guido1997

  Codice su Tradestation dell’indicatore volume positive negative, pubblicato sul TASC di Aprile del 2021 di Markos Katsanos.

  Function: _TASC_2021_APR_Fx
  // TASC APR 2021
  // Detecting High-Volume Breakouts
  // Markos Katsanos

  inputs:
  Period( numericsimple );

  variables:
  MAV( 0 ),
  VP( 0 ),
  VN( 0 ),
  VPN( 0 );

  switch ( BarType )
  begin
  case 2,3,4: { Daily, Weekly, or Monthly bars }
  MAV = Average( Volume, Period );
  VP = SummationIf( TypicalPrice –
  TypicalPrice[1] > 0.1 *
  AvgTrueRange( Period ),
  Volume , Period );
  VN = SummationIf( TypicalPrice –
  TypicalPrice[1] < -0.1 * AvgTrueRange( Period ), Ticks , Period ); default: { all other bars } MAV = Average( Ticks, Period ); VP = SummationIf( TypicalPrice - TypicalPrice[1] > 0.1 *
  AvgTrueRange( Period ),
  Ticks , Period );
  VN = SummationIf( TypicalPrice –
  TypicalPrice[1] < -0.1 * AvgTrueRange( Period ), Ticks , Period ); end; if MAV <= 0 then MAV = 1; if Period <> 0 then
  VPN = ( VP – VN ) / MAV / Period * 100;

  _TASC_2021_APR_Fx = VPN;

  Indicator: TASC APR 2021
  // TASC APR 2021
  // Detecting High-Volume Breakouts
  // Markos Katsanos

  inputs:
  Period( 30 ),
  Smooth( 3 ),
  VPNCrit( 10 ),
  MAB( 30 );

  variables:
  VPN( 0 ),
  MAVPN( 0 );

  VPN = XAverage( _TASC_2021_APR_Fx( Period ), Smooth );
  MAVPN = Average( VPN, MAB );

  if VPN >= VPNCrit then
  SetPlotColor[1]( 1, Green )
  else
  SetPlotColor[1]( 1, Red );

  Plot1( VPN, “VPN” );
  Plot2( MAVPN, “MA”, Green );
  Plot3( VPNCrit, “CRIT”, Blue );

  

  guido1997

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