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Re: [amibroker] Weekly VFI



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In what way are they wrong?

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On 2/3/06, brhelpdesk <cassianoqs@xxxxxxxxx> wrote:
> 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();
>
>
>
>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
>
> Yahoo! Groups Links
>
>
>
>
>
>
>


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