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Hello Richard ,
please check this.
//===========================================================
//The AB code is defined as:
// Vortex Indicator
// S&C Traders Tips Jan 2010
//The system is defined as:
//- Go long when the VI (OR Dmi) goes from less than zero to greater //than zero.
//- Go Short when the VI (OR Dmi) goes from above zero to less than //zero.
//- All trades are placed "next day market on open."
//That would translate to:
period = Param("Period" , 14, 2 );
VMP = Sum( abs( H - Ref( L, -1 ) ), period );
VMM = Sum( abs( L - Ref( H, -1 ) ), period );
STR = Sum( ATR( 1 ), period );
VIP = VMP / STR;
VIM = VMM / STR;
Oscill = Param("oscil",1,0,1,1);
if( Oscill == 0 )
{
Plot( VIP , "VIP", IIf(VIP>VIM,colorPaleGreen,colorPaleGreen), 4 );
Plot( VIM , "VIM", IIf(VIP<VIM,colorRed,4), 4 );
Buy=Cross(VIP,VIM );
Sell = Cross(VIM,VIP );
BuyPrice = ValueWhen(Buy,C);//Open;
SellPrice = ValueWhen(Sell,C);//Open;
PlotShapes( shapeUpArrow * Buy ,colorBlue);
PlotShapes( shapeDownArrow * Sell ,colorRed);
Plot( Flip( Buy, Sell ), "Trade", colorPaleGreen, styleArea | styleOwnScale, 0, 1 );
}
else
if( Oscill == 1 )
{
diff=VIP-VIM;
vcol= IIf(diff > 0,30,32);
Plot( diff , "Diff" ,vcol , 6 );
Buy = diff > 0 AND Ref(diff,-1) < 0;
Sell = diff < 0 AND Ref(diff,-1) > 0;
BuyPrice = ValueWhen(Buy,C);//Open;
SellPrice = ValueWhen(Sell,C);//Open;
PlotShapes( shapeUpArrow * Buy ,colorBlue,0,-0.1,0);
PlotShapes( shapeDownArrow * Sell ,4,0,0.1,0);
Plot(Flip(Buy, Sell), "Trade", colorPaleGreen,styleArea | styleOwnScale, 0, 1);
}
Title = EncodeColor(colorWhite)+ "Vortex Indicator-0110" + " - " + Name() + " - " + EncodeColor(colorRed)+ Interval(2) + EncodeColor(colorWhite) +
" - " + Date() +" - "+"\n" +EncodeColor(colorYellow) +"Op-"+O+" "+"Hi-"+H+" "+"Lo-"+L+" "+
"Cl-"+C+" "+ "Vol= "+ WriteVal(V);
//====================================================================
Thank you
--- In amibroker@xxxxxxxxxxxxxxx, "Richard" <richpach2@xxx> wrote:
>
> Hi "droskill",
>
> I am a little confused by the rules as well. Sum(abs(....)..) will never go below 0 and you can see it if you plot VIP or VIM.
> As the result, he rules do not generate any Buy or Sell signals.
> Buy=Cross(VIP,1); seems to create some reasonable entries but this is not what the rules say.
>
> Regards
> Richard
>
> --- In amibroker@xxxxxxxxxxxxxxx, "droskill" <droskill@> wrote:
> >
> > The AB code is defined as:
> > // Vortex Indicator
> > // S&C Traders Tips Jan 2010
> > period = Param("Period", 14, 2 );
> >
> > VMP = Sum( abs( H - Ref( L, -1 ) ), period );
> > VMM = Sum( abs( L - Ref( H, -1 ) ), period );
> > STR = Sum( ATR( 1 ), period );
> >
> > VIP = VMP / STR;
> > VIM = VMM / STR;
> >
> > Plot( VIP, "VI"+period+"+", colorBlue);
> > Plot( VIM, "VI"+period+"-", colorRed );
> >
> > The system is defined as:
> >
> > - Go long when the VI (or Dmi) goes from less than zero to greater than zero.
> > - Go short when the VI (or Dmi) goes from above zero to less than zero.
> > - All trades are placed "next day market on open."
> >
> > That would translate to:
> >
> > SetTradeDelays(1,1,1,1); // everything delayed 1 day
> > Buy = VIP > 0 AND Ref(VIP,-1) < 0;
> > BuyPrice = Open;
> > Sell = VIP < 0 and Ref(VIP,-1) > 0;
> > SellPrice = Open;
> > Short = Sell;
> > Cover = Buy;
> >
> > That should do it - I've not tested this but it should be close.
> >
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, Bob Waits <bobwaits2@> wrote:
> > >
> > > I have the magazine and the formula, but it is only for the oscillator and not for a trading system, which Tradestation and Nuroshell have provided. I was wondering if anybody has used this as a system and tested the validity of this indicator.
> > >
> > >
> > >
> > >
> > >
> > >
> > > ________________________________
> > > From: droskill <droskill@>
> > > To: amibroker@xxxxxxxxxxxxxxx
> > > Sent: Wed, December 30, 2009 8:15:57 PM
> > > Subject: [amibroker] Re: Vortex Indicator
> > >
> > >
> > > Here:
> > >
> > > http://www.traders. com/Documentatio n/FEEDbk_ docs/2010/ 01/TradersTips. html#TT4
> > >
> > > --- In amibroker@xxxxxxxxx ps.com, Bob Waits <bobwaits2@ ..> wrote:
> > > >
> > > > In the latest S&C magazine, there is a nice article on Vortex Indicator. While the formula for the indicator is listed in the magazine, I was wondering if anyone has written a code for turning this into a system and testing the validity of this indicator. The Tradestation and Nuroshell has code for an entry, exit and shorting strategies.
> > > >
> > > > Thanks.
> > > >
> > >
> >
>
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