This indicator draw the difference between the high and low of the price related to the volume. Then we make an average of this oscillator over x period (200 periods by default) plus its standard deviation factorized (factor = 1.5 by default). This line act as a signal for abnormal volume exchange over the specified instrument.

This formula is a derivate from the volume spread analysis candles formations.

//parameters 
// daysperiod = 200
// devFactor = 1.5

VOPEN = VCLOSE[1]
VCLOSE = close*volume
VHIGH = max(max(high*volume,VCLOSE),VOPEN)
VLOW = min(min(low*volume,VOPEN),VCLOSE)
VHL2 = (VHIGH+VLOW)/2

MVHL2 = average[daysperiod](VHIGH)+STD[daysperiod](VHIGH)*devFactor

RETURN VHL2, MVHL2 as "dev curve signal line"

Download

Filename: VSA-deviation-curve.itf

Downloads: 122

TradingDeckard Junior

I like scalping SPY, Nature and watch scifi movies :)

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