- Katılım
- 23 Eki 2020
- Mesajlar
- 1,823
Volatility Quality index by Stridman
{VQI}
{Volatility Quality Index - Stridman's}
Length1:=Input("Length 1",1,1000,9);
Length2:=Input("Length 1",1,1000,200);
VQI:=If(ATR(1)<>0 AND (H-L)<>0,
((C-Ref(C,-1)/ATR(1)) + ((C-O)/(H-L)))*0.5,PREV);
VQI:=Abs(VQI)*((C-Ref(C,-1)+(C-O))*0.5);
SumVQI:=Cum(VQI);
SumVQI; {Green}
Mov(SumVQI,Length1,S); {Red}
Mov(SumVQI,Length2,S); {Yellow}
kaynak
purebytes
{VQI}
{Volatility Quality Index - Stridman's}
Length1:=Input("Length 1",1,1000,9);
Length2:=Input("Length 1",1,1000,200);
VQI:=If(ATR(1)<>0 AND (H-L)<>0,
((C-Ref(C,-1)/ATR(1)) + ((C-O)/(H-L)))*0.5,PREV);
VQI:=Abs(VQI)*((C-Ref(C,-1)+(C-O))*0.5);
SumVQI:=Cum(VQI);
SumVQI; {Green}
Mov(SumVQI,Length1,S); {Red}
Mov(SumVQI,Length2,S); {Yellow}
kaynak
purebytes