If you meant was Buff Moving Avg, I found the formula at Amibroker Library, written by Prakash Shenoi. Basically Buff using sum(V*C) as well, but divided by sum (V) to have smoothen effect. Prakash used 5 and 10 period for fast and slow MA (seems too lag). I have tried the code, using 2 and 4 as MA periods. The result was OK, especially for a long uptrend. Since the code uses "smoother", the signals are not as instant as without "smoother". Intraday traders probably prefer Thomasz' version (without smoother).
Hello Kethek Ogleng,
> Thanks for the reply. Seems the file was no longer available on
>that site.
Yes, it is there.
I read it.
Go to the homepage and use their search engine "Dormeier" or "VCIP"
I found it using searches like that.
http://www.traders. com
I think it is also at the Ami site members page.
BTW
Thanks for your feedback on Tomasz's code - it is helfpul to know how
others are seeing it.
brian_z
--- In amibroker@xxxxxxxxx ps.com, Kethek Ogleng <budheng0402@ ...>
wrote:
>
> Dear Jeremy,
> Thanks for the reply. Seems the file was no longer available on
that site.
> Regards,
>
>
>
> ----- Original Message
----
> From: jeremy7827110028 <jberkovits1@ ...>
> To: amibroker@xxxxxxxxx ps.com
> Sent: Friday, March 7, 2008 10:35:05 PM
> Subject: [amibroker] Re: (Price * Vol ) as a new indicator?
>
> kethek,
>
> I dont know if you are familiar with the VPCI indicator. It was
> created by Buff Dormeier CMT of Wachovia Securities. Buff recived
the
> Charls Dow award for his orignal research. I have tested the VPCI
> extensivly and it has a stitastiaclly signifigant positive impact
on a
> wide vierity of systems. You might find it of value. here is a link
> to the code and a TSC article from July 2007.
>
> Regards,
>
> jeremy
>
> http://www.traders.
com/Documentatio n/FEEDbk_ docs/Archive/
072007/TradersT
> ips/TradersTips. html#amibroker
>
>
>
>
>
>
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