Conversione dell’indicator VPN dal software di trading Tradestation

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 );
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 );

TT-Tradestation-4.png