Gann Hilo Activator and Volume Price Confirmation Indicator

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Posts

10/19/2018 at 7:37 AM #83153 quote

Nicolas

Keymaster

Legend

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

10/19/2018 at 8:17 AM #83161 quote

timal dude

Participant

Junior

Merci beaucoup!

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

Gianluca

Participant

Master

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

[attachment file=”83173″]

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grazie.jpg

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

Gianluca

Participant

Master

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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