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I'm trying to create a Weekly VFI in a daily chart but I don't kwon
why the results are wrong.
/* Weekly Volume Flow Indicator */
_SECTION_BEGIN("Weekly VFI");
wc = TimeFrameCompress( Close, inWeekly );
wv = TimeFrameCompress( abs(V), inWeekly );
wa = TimeFrameCompress( Avg, inWeekly );
Period = Param("VFI Period",26,26,1300,1);
Coef=0.2;
VCoef=Param("Max. vol. cutoff",2.5,2.5,50,1);
inter = log(wa)-log(Ref(wa,-1));
Vinter = StDev(inter,30);
Cutoff=Coef*Vinter*wc;
Vave=Ref(MA(wv,Period),-1);
Vmax=Vave*Vcoef;
Vc=Min(wv,VMax);
MF=wa-Ref(wa,-1);
VCP=IIf(MF>Cutoff,VC,IIf(MF<-Cutoff,-VC,0));
VFI1=Sum(VCP,Period)/Vave;
VFI=EMA(VFI1,3);
EVFI= EMA( VFI, 7 );
vfi = TimeFrameExpand( vfi, inWeekly ); // expand for display
evfi = TimeFrameExpand( evfi, inWeekly ); // expand for display
Plot( VFI, "VFI", colorYellow, styleThick );
Plot( EVFI, "EMA7 of VFI", colorOrange, styleDashed );
Plot( 0, "", colorSeaGreen, styleNoLabel );
_SECTION_END();
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