Short term Volume And Price Oscillator (SVAPO)

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  • #61269 quote
    Alai-n
    Participant
    Veteran

    @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?

    //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"
    
    Svapo.jpg Svapo.jpg
    #61292 quote
    Nicolas
    Keymaster
    Master

    Le problème en intraday existe si pour certains horaires, aucun Volume n’est renvoyé par le courtier.

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Short term Volume And Price Oscillator (SVAPO)


ProBuilder : Indicateurs & Outils Personnalisés

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Alai-n @alai-n Participant
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This topic contains 1 reply,
has 2 voices, and was last updated by Nicolas
8 years, 1 month ago.

Topic Details
Forum: ProBuilder : Indicateurs & Outils Personnalisés
Language: French
Started: 02/02/2018
Status: Active
Attachments: 1 files
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