Gann Hilo Activator and Volume Price Confirmation Indicator

• 12/30/2016 at 9:17 PM #19476
  Carlos Silva

  Hello!

  I dont know how to have this two indicators (gann hilo activator and Volume Price Confirmation indicator) in my list of prorealtime indicators. I tried and tried but programing is 0…even with instructions…

  Can somebody help me?

  Thanks!

  

  Carlos Silva

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  12/30/2016 at 10:09 PM #19481
  Carlos Silva

  the formulas are:

  Gann Hilo Activator

  HLd:=If(C>Ref(Mov(H,Lb,S),-1),1,If(C<Ref(Mov(L,Lb,S),-1),-1,0));

  HLv:=ValueWhen(1,HLd<>0,HLd);

  HiLo:=If(HLv=-1,Mov(H,Lb,S),Mov(L,Lb,S));

   

   

  Volume Price Confirmation Indicator

  {Calculate Short Term & Long Term Volume Weighted Moving Averages}

  ShortTerm_VWMA:= Sum((Volume*price),stvwmaperiods)/Sum(Volume,stvwmaperiods);

  LongTerm_VWMA:= Sum((Volume*price),ltvwmaperiods)/Sum(Volume,ltvwmaperiods);

  {Calculate Short Term Simple Moving Average}

  ShortTerm_SMA:= Mov(price,stsmaperiods,S);

  {Calculate the VPCI Components}

  VPC:= ShortTerm_VWMA – ShortTerm_SMA;

  VPR:= ShortTerm_VWMA / ShortTerm_SMA;

  VM:= ShortTerm_VWMA / LongTerm_VWMA;

  {Calculate Volume Price Confirmation Indicator}

  {Normalize VPCI values & Calculate Volume-Weighted MA of VPCI}

  VPCI:= ((VPC * VPR) * VM) * 10000 / C;

  SmoothedVPCI:= Sum((Volume*VPCI),svpciperiods)/Sum(Volume,svpciperiods);

   

  Dont know what to do with this! Its possible to some “magic” transform this in a file to have this indicators in prorealtime list of indicators?

  Thanks again and happy new year to all of you!

   

  

  Carlos Silva

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  12/30/2016 at 11:20 PM #19484
  Nicolas

  >> Please update your country flag in your profile. Thank you 🙂 <<

  These 2 indicators codes are not for prorealtime, but for another trading platform. They can be converted of course, I’ll have a look ASAP between two other things 🙂 Happy new year!

  

  Nicolas

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  12/30/2016 at 11:26 PM #19485
  Carlos Silva

  Thanks Nicolas!

  Happy new year!

  

  Carlos Silva

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  12/31/2016 at 5:49 PM #19514
  Nicolas

  Thank you Carlos, happy new year to you too 🙂

  I made conversion of the Gann HighLow activator formula, please find below the code of this indicator. I’ll add it to the code library too, soon. I were almost sure it was already part of it, since it is a very common indicator, but not.. so here it is:

  //PRC_Gann HighLow Activator | indicator //31.12.2016 //Nicolas @ www.prorealcode.com //Sharing ProRealTime knowledge //Converted from Metastock version // --- parameters period = 10 // --- avgH = average[period](high)[1] avgL = average[period](low)[1] if close>avgH then hilo = 1 elsif close<avgL then hilo = 0 endif if hilo then gannHiLo = avgL color = 1 else gannHiLo = avgH color = -1 endif return gannHiLo coloured by color as "gannHiLo activator"

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  //PRC_Gann HighLow Activator | indicator //31.12.2016 //Nicolas @ www.prorealcode.com //Sharing ProRealTime knowledge //Converted from Metastock version   // --- parameters period = 10 // ---   avgH = average[period](high)[1] avgL = average[period](low)[1]   if close>avgH then hilo = 1 elsif close<avgL then hilo = 0 endif   if hilo then gannHiLo = avgL color = 1 else gannHiLo = avgH color = -1 endif   return gannHiLo coloured by color as "gannHiLo activator"

   

  You can also download the ITF file attached and directly import it into your trading platform.

  I’ll do the next indicator conversion to prorealtime ASAP.

  

  Nicolas

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  01/01/2017 at 3:02 AM #19532
  Carlos Silva

  Dear Nicolas, its an absolute honour to have someone like you doing this great job!

  Thank you very much!

  

  Carlos Silva

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  01/02/2017 at 4:16 PM #19635
  Nicolas

  Here is the translated code for the VPCI (Volume Price Confirmation Indicator), but I’m not sure of its accuracy. Where did you find that code yourself? Do you got any examples of its reading please?

  stvwmaperiods = 10 ltvwmaperiods = 50 stsmaperiods = 5 svpciperiods = 10 price = customclose // Calculate Short Term & Long Term Volume Weighted Moving Averages ShortTermVWMA= Summation[stvwmaperiods](Volume*price)/Summation[stvwmaperiods](Volume) LongTermVWMA= Summation[ltvwmaperiods](Volume*price)/Summation[ltvwmaperiods](Volume) // Calculate Short Term Simple Moving Average ShortTermSMA= average[stsmaperiods](price) // Calculate the VPCI Components VPC= ShortTermVWMA - ShortTermSMA VPR= ShortTermVWMA / ShortTermSMA VM= ShortTermVWMA / LongTermVWMA // Calculate Volume Price Confirmation Indicator // Normalize VPCI values & Calculate Volume-Weighted MA of VPCI VPCI= VPC * VPR * VM//) * 10000 / C SmoothedVPCI= Summation[svpciperiods](Volume*VPCI)/Summation[svpciperiods](Volume) return VPCI,smoothedVPCI

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  stvwmaperiods = 10 ltvwmaperiods = 50 stsmaperiods = 5 svpciperiods = 10   price = customclose   // Calculate Short Term & Long Term Volume Weighted Moving Averages ShortTermVWMA= Summation[stvwmaperiods](Volume*price)/Summation[stvwmaperiods](Volume) LongTermVWMA= Summation[ltvwmaperiods](Volume*price)/Summation[ltvwmaperiods](Volume) // Calculate Short Term Simple Moving Average ShortTermSMA= average[stsmaperiods](price)   // Calculate the VPCI Components VPC= ShortTermVWMA - ShortTermSMA VPR= ShortTermVWMA / ShortTermSMA VM= ShortTermVWMA / LongTermVWMA   // Calculate Volume Price Confirmation Indicator // Normalize VPCI values & Calculate Volume-Weighted MA of VPCI VPCI= VPC * VPR * VM//) * 10000 / C   SmoothedVPCI= Summation[svpciperiods](Volume*VPCI)/Summation[svpciperiods](Volume)   return VPCI,smoothedVPCI

   

  

  Nicolas

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  01/02/2017 at 5:18 PM #19638
  Carlos Silva

  Dear Nicolas, i saw this code in vttrader platform.

  The code you translate it not working. I dont know the reason. 🙁

  Thanks.

  

  Carlos Silva

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  01/02/2017 at 6:06 PM #19640
  Nicolas

  Because the instrument you put the indicator on need Volume.

  You can try this version instead, which prevent the indicator to calculate if it has still not bar enough loaded:

  stvwmaperiods = 10 ltvwmaperiods = 50 stsmaperiods = 5 svpciperiods = 10 price = customclose if barindex>ltvwmaperiods then // Calculate Short Term & Long Term Volume Weighted Moving Averages ShortTermVWMA= Summation[stvwmaperiods](Volume*price)/Summation[stvwmaperiods](Volume) LongTermVWMA= Summation[ltvwmaperiods](Volume*price)/Summation[ltvwmaperiods](Volume) // Calculate Short Term Simple Moving Average ShortTermSMA= average[stsmaperiods](price) // Calculate the VPCI Components VPC= ShortTermVWMA - ShortTermSMA VPR= ShortTermVWMA / ShortTermSMA VM= ShortTermVWMA / LongTermVWMA // Calculate Volume Price Confirmation Indicator // Normalize VPCI values & Calculate Volume-Weighted MA of VPCI VPCI= VPC * VPR * VM//) * 10000 / C SmoothedVPCI= Summation[svpciperiods](Volume*VPCI)/Summation[svpciperiods](Volume) endif return VPCI,smoothedVPCI

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  stvwmaperiods = 10 ltvwmaperiods = 50 stsmaperiods = 5 svpciperiods = 10   price = customclose   if barindex>ltvwmaperiods then // Calculate Short Term & Long Term Volume Weighted Moving Averages ShortTermVWMA= Summation[stvwmaperiods](Volume*price)/Summation[stvwmaperiods](Volume) LongTermVWMA= Summation[ltvwmaperiods](Volume*price)/Summation[ltvwmaperiods](Volume) // Calculate Short Term Simple Moving Average ShortTermSMA= average[stsmaperiods](price) // Calculate the VPCI Components VPC= ShortTermVWMA - ShortTermSMA VPR= ShortTermVWMA / ShortTermSMA VM= ShortTermVWMA / LongTermVWMA // Calculate Volume Price Confirmation Indicator // Normalize VPCI values & Calculate Volume-Weighted MA of VPCI VPCI= VPC * VPR * VM//) * 10000 / C   SmoothedVPCI= Summation[svpciperiods](Volume*VPCI)/Summation[svpciperiods](Volume) endif   return VPCI,smoothedVPCI

  It’s working for me, but as I said, I’m not sure how it should look, because I saw many other different versions of this indicator over the internet.

   

  

  Nicolas

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  01/04/2017 at 10:18 PM #19869
  Carlos Silva

  Dear Nicolas, thanks for your efforts but unfortunatelly it doesnt work with me. it appears an empty image. No lines.

  I show you how it appears in vttrader.

  Thanks.

   

  

  Carlos Silva

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  01/04/2017 at 11:00 PM #19875
  Nicolas

  Please tell me instruments tickers that don’t work as I try to reproduce the problem myself.

  

  Nicolas

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  01/05/2017 at 12:26 AM #19885
  Carlos Silva

  Dear Nicolas all the forex pairs dont work.

  Thanks.

  

  Carlos Silva

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  01/05/2017 at 9:28 AM #19892
  Nicolas

  As I said already in one of my previous post, you need instrument with Volumes for the indicator to compute correctly. Forex pairs have no Volumes with IG, so if Volume=0, you’ll never have a chance to see something calculated 🙂

  Nicolas wrote:

  Because the instrument you put the indicator on need Volume.

   

  

  Nicolas

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  01/05/2017 at 11:14 PM #19983
  Carlos Silva

  Dear Nicolas, thanks for your kindly help!

   

  

  Carlos Silva

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  10/18/2018 at 8:12 PM #83143
  timal dude

  Dear Nicolas,

  I bought the book investing with volume analysis. I tried your coding, i think it needs a little tweak: the VPC is based on long-term period while the VPR a short-term period.

  This is the formula from the book

  c= close

  v= volume

  s= 10

  l=50

  vpc= vwma( c,l) – sma (c,l)

  vpr= vwma(c,s)/ sma (c,s)

  vm= sma(v,s)/sma(v,l)

  VPCI= vpc x vpr x vm

  VPCIs= vwma(vpci, s)

  Could you please code it?

  Thank you for your help

   

   

  

  timal dude

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