Amibroker Volume Price Confirmation indicator (VPCI)

// volume weighted MA
function VWMA( array, period )
{
  return Sum( array * V, period ) / Sum( V, period );
}
// Volume Price Confirmation Indicator
function VPCI( speriod, Lperiod )
{
  Vw = VWMA( C, lperiod );
  Vpc = Vw - MA( C, lperiod );

  Vpr = VWMA( C, speriod ) / MA( C, speriod );
  Vm = MA( V, speriod ) / MA( V, Lperiod );
  return Vpc * Vpr * Vm;
}
// plot VPCI
speriod = Param("Short period", 5, 1, 50, 1 );
lperiod = Param("Long period", 20, 1, 100, 1 );
Vp = VPCI( speriod, Lperiod );
Plot( Vp, "VPCI"+ _PARAM_VALUES(), colorRed );
// and VPCI smoothed
aperiod = Param("Smoothing period", 20, 1, 30, 1 );
Vps = MA( Vp, aperiod);
Plot( Vps, "MA("+aperiod+")", colorBlue );
// simple trading system follows