@Nicolas (Je réponds ici, car je ne peux joindre d’image sur l’autre lien!)
En effet au départ je l’ai appliqué sur du (x) volumes, cela ne fonctionnait donc pas!
Cependant en l’appliquant sur UT 1 min. Cela me donne ceci(image jointe). Y aurait-il quelque chose que j’ai manqué?
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//SVAPO Indicator - Short Term Volume and Price Oscillator
period= 8
cutoff= 1
devH= 1.5
devL= 1.3
stdevper= 100
haOpen = ((Open [ 1 ] + High [ 1 ] + Low [ 1 ] + Close [ 1 ] )+ (Open [ 2 ] + High [ 2 ] + Low [ 2 ] + Close [ 2 ] ))/ 2
haCl = ((Open + High + Low + Close )/ 4 + haOpen+ MAX (High ,haOpen)+ MIN (Low ,haOpen))/ 4
haC = tema [ period/ 1.6 ] (haCl)
vav = average [ period* 5 ] (volume )
vave = vav[ 1 ]
vmax = vave * 2
if (volume < vmax) THEN
vc = volume
else
vc = vmax
endif
vtr = tema [ period] (linearregressionslope [ period] (volume ))
if haC> haC[ 1 ] * (1 + cutoff/ 1000 ) AND vtr>= vtr[ 1 ] THEN
tosum = vc
ELSIF haC< haC[ 1 ] * (1 + cutoff/ 1000 ) AND vtr> vtr[ 1 ] THEN
tosum = - vc
ENDIF
SVAPO = tema [ period] (summation [ period] (tosum)/ (vave+ 1 ))
hi = devH* STD [ stdevper] (SVAPO)
lo = - devL* STD [ stdevper] (SVAPO)
RETURN SVAPO as "SVAPO" , hi as "deviation High" , lo as "deviation Low" , 0 as "zero ref"
.
