Gann Hilo Activator and Volume Price Confirmation Indicator

• 10/19/2018 at 7:37 AM #83153
  Nicolas

  ok, this is the version you requested:

  c = close v = volume s = 10 l = 50 vwmaL = Summation[l](Volume*c)/Summation[l](Volume) vpc= vwmal - average[l](c) vwmaS = Summation[s](Volume*c)/Summation[s](Volume) vpr= vwmas/ average[s](c) vm= average[s](v)/average[l](v) VPCI= vpc * vpr * vm vwmaFinal = Summation[s](Volume*vpci)/Summation[s](Volume) VPCIs= vwmaFinal return vpcis

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  c = close v = volume s = 10 l = 50   vwmaL = Summation[l](Volume*c)/Summation[l](Volume) vpc= vwmal - average[l](c)   vwmaS = Summation[s](Volume*c)/Summation[s](Volume) vpr= vwmas/ average[s](c)   vm= average[s](v)/average[l](v)   VPCI= vpc * vpr * vm   vwmaFinal = Summation[s](Volume*vpci)/Summation[s](Volume) VPCIs= vwmaFinal   return vpcis

   

  

  Nicolas

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  10/19/2018 at 8:17 AM #83161
  timal dude

  Merci beaucoup!

  

  timal dude

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  10/19/2018 at 12:10 PM #83172
  Gianluca

  Thank you guys, you give me a new idea for a TS 😀

  DEFPARAM CumulateOrders = False // Posizioni cumulate disattivate // Condizioni per entrare su posizioni long indicator1 = CALL "Volume Price Confirmation Ind." c1 = (indicator1 CROSSES OVER -0.9) c11=cc < -40 IF c1 and c11 THEN BUY 1 CONTRACT AT MARKET ENDIF // Condizioni per uscire da posizioni long cc = CCI[136] c2 = (cc > -20) and (cc < 20) IF c2 THEN SELL AT MARKET ENDIF

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  DEFPARAM CumulateOrders = False // Posizioni cumulate disattivate   // Condizioni per entrare su posizioni long indicator1 = CALL "Volume Price Confirmation Ind." c1 = (indicator1 CROSSES OVER -0.9) c11=cc < -40 IF c1 and c11 THEN BUY 1 CONTRACT AT MARKET ENDIF   // Condizioni per uscire da posizioni long cc = CCI[136] c2 = (cc > -20) and (cc < 20)   IF c2 THEN SELL AT MARKET ENDIF

  

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  Gianluca

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  10/19/2018 at 12:34 PM #83175
  Gianluca

  New Version with trailing

  // Definizione dei parametri del codice DEFPARAM CumulateOrders = False // Posizioni cumulate disattivate //4///////// ONCE EXCURSION=1 trailingstop = 45 // Condizioni per entrare su posizioni long indicator1 = CALL "Volume Price Confirmation Ind." c1 = (indicator1 CROSSES OVER -0.9) c11=cc < -40 IF c1 and c11 THEN BUY 1 CONTRACT AT MARKET ENDIF // Condizioni per uscire da posizioni long cc = CCI[136] c2 = (cc > 120) and (cc < 140)//-20 e 20 IF c2 THEN SELL AT MARKET ENDIF //4// MFE EXCURSION//// //trailing stop //resetting variables when no trades are on market if not onmarket then MAXPRICE = 0 MINPRICE = close priceexit = 0 endif IF EXCURSION>0 THEN //case SHORT order if shortonmarket then MINPRICE = MIN(MINPRICE,close) //saving the MFE of the current trade if tradeprice(1)-MINPRICE>=trailingstop*pointsize then //if the MFE is higher than the trailingstop then priceexit = MINPRICE+trailingstop*pointsize //set the exit price at the MFE + trailing stop price level endif endif //case LONG order if longonmarket then MAXPRICE = MAX(MAXPRICE,close) //saving the MFE of the current trade if MAXPRICE-tradeprice(1)>=trailingstop*pointsize then //if the MFE is higher than the trailingstop then priceexit = MAXPRICE-trailingstop*pointsize //set the exit price at the MFE - trailing stop price level endif endif //exit on trailing stop price levels if onmarket and priceexit>0 then EXITSHORT AT priceexit STOP SELL AT priceexit STOP endif

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  // Definizione dei parametri del codice DEFPARAM CumulateOrders = False // Posizioni cumulate disattivate //4///////// ONCE EXCURSION=1 trailingstop = 45 // Condizioni per entrare su posizioni long indicator1 = CALL "Volume Price Confirmation Ind." c1 = (indicator1 CROSSES OVER -0.9) c11=cc < -40 IF c1 and c11 THEN BUY 1 CONTRACT AT MARKET ENDIF   // Condizioni per uscire da posizioni long cc = CCI[136] c2 = (cc > 120) and (cc < 140)//-20 e 20   IF c2 THEN SELL AT MARKET ENDIF       //4// MFE EXCURSION//// //trailing stop   //resetting variables when no trades are on market if not onmarket then MAXPRICE = 0 MINPRICE = close priceexit = 0 endif   IF EXCURSION>0 THEN //case SHORT order if shortonmarket then MINPRICE = MIN(MINPRICE,close) //saving the MFE of the current trade if tradeprice(1)-MINPRICE>=trailingstop*pointsize then //if the MFE is higher than the trailingstop then priceexit = MINPRICE+trailingstop*pointsize //set the exit price at the MFE + trailing stop price level endif endif   //case LONG order if longonmarket then MAXPRICE = MAX(MAXPRICE,close) //saving the MFE of the current trade if MAXPRICE-tradeprice(1)>=trailingstop*pointsize then //if the MFE is higher than the trailingstop then priceexit = MAXPRICE-trailingstop*pointsize //set the exit price at the MFE - trailing stop price level endif endif   //exit on trailing stop price levels if onmarket and priceexit>0 then EXITSHORT AT priceexit STOP SELL AT priceexit STOP endif

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