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>From Jeremy,
> I dont know if you are familiar with the VPCI indicator. It was
> created by Buff Dormeier CMT of Wachovia Securities.
I haven't looked at Prakash's code - could be the same, or similar.
Tomasz writes AB code for Stocks and Commodities magazine - for VCPI
that code is at the www.traders.com site (use search) or at
AmiBroker.com (look in the members area).
I mention it because it is a valueable source of code for well known
indicators, adapted for AB by Tomasz.
brian_z
--- In amibroker@xxxxxxxxxxxxxxx, Kethek Ogleng <budheng0402@xxx>
wrote:
>
> 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).
>
> Regards,
>
> ----- Original Message ----
> From: brian_z111 <brian_z111@xxx>
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Sunday, March 9, 2008 10:05:01 AM
> Subject: [amibroker] Re: (Price * Vol ) as a new indicator?
>
>
> 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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>
>
>
>
>
>
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