StockFetcher Forums · General Discussion · Vortex<< >>Post Follow-up
4,383 posts
msg #87833
Ignore four
2/4/2010 11:13:31 PM

200 posts
msg #87850
Ignore tomm1111
2/5/2010 11:14:39 AM

I modified to calculated the difference between vortex lines. I used the difference to cross below 0.5 for short and cross above -0.5 for long. Eyeballing it, some of the entries look promising. I haven't back tested this to get a better gauge on performance.

/* Vortex */
set{var,abs(high minus low 1 day ago)}
set{var1,abs(low minus high 1 day ago)}
set{var4,average true range(1)}

draw vi_up
draw vi_dn on plot vi_up

set{diff,vi_up - vi_dn}
draw diff

set{hit_l,count(diff crossed above -0.5,1)}
set{hit_s,count(diff crossed below 0.5,1)}

draw hit_l
draw hit_s on plot hit_l

show stocks where close above 1
and volume is above 100000
and hit equals 1
and do not draw hit

add column separator
add column vi_up
add column vi_dn
add column diff
add column separator
add column hit_l{long}
add column hit_s{short}
add column separator

265 posts
msg #87880
Ignore trendscanner
2/5/2010 8:12:02 PM

Nice work! Gives me something to ponder this weekend. Thanks for the coding and posting.

StockFetcher Forums · General Discussion · Vortex<< >>Post Follow-up

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