StockFetcher Forums · General Discussion · VPCI indicator<< 1 2 3 >>Post Follow-up
hrbmd2
14 posts
msg #52464
Ignore hrbmd2
6/23/2007 7:05:36 PM

Hey arby347,

I "tweaked" your filter a little. See what you think of this:

LRS(20) 2 days ago had been below 0 for 5 days
and LRS(20) 2 days ago had been decreasing for 5 days
and LRS(20) is increasing for 2 days
and LRS(20) reversed direction in the last 1 day
and close above close 1 day ago
and close above 5 and close below 100
and volume above 200000
and draw ADX(8,8)
and draw OBV
and draw RSI

lockwhiz
206 posts
msg #54979
Ignore lockwhiz
9/20/2007 9:41:22 PM

I found the article I believe you were talking about ....and wanted to share it :

http://www.traders.com/Reprints/PDF_reprints/WS_BETWEEN.PDF

Very interesting ... any luck having this scan created ?

http://www.traders.com/Reprints/PDF_reprints/WS_BETWEEN.PDF

Take a look ...its a good article !!

lockwhiz
206 posts
msg #54981
Ignore lockwhiz
9/20/2007 9:55:59 PM

I guess the filter above is the results of decyphering the article ? It is good ...but I don't think it hit the mark yet ....

here it is "clickable"

Fetcher[
LRS(20) 2 days ago had been below 0 for 5 days
and LRS(20) 2 days ago had been decreasing for 5 days
and LRS(20) is increasing for 2 days
and LRS(20) reversed direction in the last 1 day
and close above close 1 day ago
and close above 5 and close below 100
and volume above 200000
and draw ADX(8,8)
and draw OBV
and draw RSI
]



lockwhiz
206 posts
msg #54989
Ignore lockwhiz
9/21/2007 7:31:05 AM

Read the article ...it is GOOD !



roheba
20 posts
msg #55018
Ignore roheba
9/21/2007 1:57:40 PM

Here's a link to the VPCI code for TradeStation, Metastock, and others (but not SF)...

http://www.traders.com/Documentation/FEEDbk_docs/Archive/072007/TradersTips/TradersTips.html

lockwhiz
206 posts
msg #55038
Ignore lockwhiz
9/21/2007 9:42:13 PM

roheba ,
THANKS !!!

I would like to use this within StockFetcher.... but will use it within Tradestation.

...Anyone's help to code it here would be great !



CSharpY
7 posts
msg #55082
Ignore CSharpY
9/23/2007 11:50:03 AM

The article discussed crossover of the VPCI vs smoothed VPCI. How does one define and draw this smoothed VPCI? Also Bollinger Band was applied to the VPCI. Is this possible in SF?

Thanks.

c#

mystiq
650 posts
msg #82484
Ignore mystiq
modified
11/5/2009 11:32:32 AM

Fetcher[
set{VPC,vma(28) - ma(28)}
set{VPR,vma(7) / ma(7)}
set{VM,cma(volume,7) / cma(volume,28)}
set{Vpcii,VPC * VPR}
set{Vpci,Vpcii * VM}
set{smoothvpci,cma(Vpci,20)}
set{VPSD, 2 * cstddev(smoothvpci,20)}
set{VBoll_Up,smoothvpci + VPSD}
set{VBoll_Dn,smoothvpci - VPSD}

add column Vpci


draw VBoll_Up on plot smoothvpci
draw VBoll_Dn on plot smoothvpci
draw Vpci on plot smoothvpci

symlist(crl)
]



mystiq
650 posts
msg #82486
Ignore mystiq
modified
11/5/2009 11:40:58 AM


added TREND for confirmation

Fetcher[
set{VPC,vma(28) - ma(28)}
set{VPR,vma(7) / ma(7)}
set{VM,cma(volume,7) / cma(volume,28)}
set{Vpcii,VPC * VPR}
set{Vpci,Vpcii * VM}
set{smoothvpci,cma(Vpci,20)}
set{VPSD, 2 * cstddev(smoothvpci,20)}
set{VBoll_Up,smoothvpci + VPSD}
set{VBoll_Dn,smoothvpci - VPSD}

set{vpciT,count(vpci crossed above smoothvpci, 1)}
add column Vpci
volume > 3000000
add column vpciT

draw VBoll_Up on plot smoothvpci
draw VBoll_Dn on plot smoothvpci
draw Vpci on plot smoothvpci
/* trend */
high > high 1 day ago
low > low 1 day ago

vpci crossed above smoothvpci from below 1 day ago

]



chetron
2,817 posts
msg #82624
Ignore chetron
11/7/2009 12:30:51 PM

TRY THIS TOO....


StockFetcher Forums · General Discussion · VPCI indicator<< 1 2 3 >>Post Follow-up

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