|
PureBytes Links
Trading Reference Links
|
Bruiser,
Assuming that you want to buy when the EMA of VFI and VFI cross you
should change the buy and sell signals to:
Buy = Cross( VFI, EMA(VFI,3) );
Sell = Cross( EMA(VFI,3), VFI );
Regards,
Ed
bruiserbbq wrote:
>Hi gang, I'm stuck trying to code this exploration. Its a basic
>cross above or below the EMA of the Volume Flow Indicator...but Its
>not working. Can anyone point me in the right direction please.
>Here's what I have so far:
>
> Period = Param("VFI Period", 26, 26, 1300, 1 );
>Coef = 0.2;
>VCoef = Param("Max. vol. cutoff", 2.5, 2.5, 50, 1 );
>
>inter = log( Avg ) - log( Ref( Avg, -1 ) );
>Vinter = StDev(inter, 30 );
>Cutoff = Coef * Vinter * Close;
>Vave = Ref( MA( V, Period ), -1 );
>Vmax = Vave * Vcoef;
>Vc = Min( V, VMax );
>MF = Avg - Ref( Avg, -1 );
>VCP = IIf( MF > Cutoff, VC, IIf ( MF < -Cutoff, -VC, 0 ) );
>VFI = Sum( VCP , Period )/Vave;
>VFI = EMA( VFI, 3 );
>
>Plot( VFI, "VFI", colorBlack, styleThick );
>Plot( EMA( VFI, 7 ), "EMA7 of VFI", colorBrown );
>
>Plot( V, "Volume", IIf( VCP > 0, colorGreen, IIf( VCP < 0, colorRed,
>colorBlue ) ),
>styleHistogram | styleOwnScale | styleNoLabel );
>
>// VFI MA crossover
>
> Buy = Cross( VFI, EMA );
> Sell = Cross( EMA, VFI, );
>
>
>Cheers Bruiser
>
>
>
>
>Check AmiBroker web page at:
>http://www.amibroker.com/
>
>Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
>Yahoo! Groups Links
>
>
>
>
>
>
>
>
------------------------ Yahoo! Groups Sponsor --------------------~-->
$9.95 domain names from Yahoo!. Register anything.
http://us.click.yahoo.com/J8kdrA/y20IAA/yQLSAA/GHeqlB/TM
--------------------------------------------------------------------~->
Check AmiBroker web page at:
http://www.amibroker.com/
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|