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VSA

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  • jaguar1637 3412 days ago

    A strong hedge fund marnyCapital from London uses this Volume strategy

    The correlation between actual volume and price updates, for a given period of time, is so high that a number of data vendors now supply a proxy for volume in Foreign Exchange, derived from the tick updates per unit of time.

    Caspar Marney’s research has show that the highest volume for almost all currency pairs occurs during the London afternoon, for reasons explained in articles available in the Trading Articles section of this site. As high volume is therefore almost always present during that time of the day, he therefore felt that it would be important to see whether the volume and ranges of the market were relatively high or low for that time of day and the Marney Indicator™ was born.

  • jaguar1637 3374 days ago

    Volume Weighted Moving Average

    In his article, "Between Price And Volume," Buff Dormeier has demonstrated that adding the volume price confirmation indicator (VPCI) to your arsenal of trading techniques resulted in improved trading performance.

    Tradecision's Function Builder enables you to recreate the VPCI function:

    function (LongPeriod:numeric=50,
    ShortPeriod:numeric=10):Numeric; var sv:=VWMA(C,ShortPeriod); ss:=SMA(C,ShortPeriod); sva:=SMA(V,ShortPeriod); lva:=SMA(V,LongPeriod); VPC:=sv-ss; VPR:=sv/ss; VM:=sva/lva; end_var return VPC * VPR * VM;

    For the creation of the VPCI strategy, use Strategy Builder:

    Entry Long 
    return CrossAbove( VPCI(50,10),
    SMA(VPCI(50,10),10) ); Entry Short return CrossBelow( VPCI(50,10),
    SMA(VPCI(50,10),10) );
    ============================================
    ok I will code this into MQ4L
  • jaguar1637 3374 days ago

    About VPCI (from http://www.moneyshow.com/video/player1.asp?wid=26BA28935FF843A78242F700A52468611&t=4#)

    The relationship between price and volume is often elusive and misleading.

    Chartered Market Technician, Buff Dormeier, discusses his volume price confirmation indicator, a cutting-edge indicator designed to reconcile price and volume.

    The VPCI is designed specifically to inform investors when price and volume are acting together versus

  • jaguar1637 3373 days ago

    Another formulas : in case someone was ready to code it !

    { VWMA on price }

    [rel="nofollow" target=price]
    [color=lime green; width=2]
    pp:=V/mov(V,21,S);
    dv:=pp*Close;
    (mov(dv,21,S) - mov(C,21,S)) / mov(C,21,S) + C;
    [color=blue]
    mov(C,21,S);

    -----------------------------

    { VPCI oscillator }

    [color=lime green; width=2]
    pp:=V/mov(V,21,S);
    dv:=pp*Close;
    (mov(dv,21,S)/mov(C,21,S))-1;
    [color=black]
    0;