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HP_new_Volume_Index in the same spirit of Virux84

HP_new_Volume_Index in the same spirit of Virux84
By jaguar1637 3382 days ago Comments (1)

Hi All

Virux84, got a brillant idea to tune the lambda from a filter in relationship w/ Goertlel amplitude.! yep ! this is great

ok, in the same spirit of virux84, I just made a Hp_New_Volume_Index, based on Chaikin's Volatility

you need this indicator Chaikin's Volatility StochasticM2,

it's available here : http://beathespread.com/file/view/21620/chaikin039s-volatility-stochasticm2-hp

Thanks again to Virux84



  • jaguar1637 3382 days ago

    The main idea is when the Chaikin volatility index grows up, the lambda should decrease for the aim of Hodrick Prescott algorithm

    but, in fact, may be I am wrong, becoz in the begin, I wanted to get the Volume (i ) to the chaikin algo,,  I just checked the code .. and there is no Volume parameter applied upon the Chaikin Volatility. I will continue to dig this idea