[EquisMetaStock Group] Volatility Shift

["formulaprimer" <formulaprimer@xxxxxxxxx>]

Similar to ATR but instead measures price cycle (distance between short term pivot lows and pivot highs)... enjoy.

Volatility Shift
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MC:= Input("% MINIMUM CHANGE", 1, 100, 1);
PDS:= Input("Enter Number of Periods", 1, 100, 1);

A1:= Peak(1 ,C ,MC ) - Trough(1 ,C ,MC ) ;
B1:= Peak(2 ,C ,MC ) - Trough(2 , C,MC ) ;
C1:= Peak(3 ,C ,MC ) - Trough(3 , C, MC) ;

APC:=(A1+B1+C1)/3;

A11:=BarsSince(Peak(1 ,C ,MC )) - BarsSince( Trough(1 ,C ,MC )) ;
B11:=BarsSince(Peak(2 ,C ,MC )) - BarsSince( Trough(2 ,C ,MC )) ;
C11:=BarsSince(Peak(3 ,C ,MC )) - BarsSince( Trough(3 ,C ,MC )) ;

ATC:=(A11+B11+C11)/3;

VS:=ATC - APC;

(( VS - Ref(VS,-PDS)) / Ref(VS,-PDS))*100;

 {Atan(APC ,ATC ) ;}

{End}





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