[EquisMetaStock Group] Re: Volatility Quality Index

[pumrysh <no_reply@xxxxxxxxxxxxxxx>]

Correction:

The Magazine was Active Trader and not TASC.

Here are a couple of links:

http://trader.online.pl/ELZ/t-i-Volatility_Quality_Index.html

For "The good, the bad and the volatility" by Thomas Stridsman, p. 56:
August 2002
http://www.activetradermag.com/index.php/c/Strategy_code#aug02


Preston



--- In equismetastock@xxxxxxxxxxxxxxx, pumrysh <no_reply@xxx> wrote:
>
> Hi,
> 
> Known as Stridsman's Volatility Quality Index. 
> This indicator appeared in the August 2002 edition of TASC.
> 
> I tried the indicator that Wabbitt on the Equis Forum Board translated and had no errors with it.
> 
> It is possible that when it was copied there may have been an error that was produced with a misplaced punctuation mark. Just in case I have included the one that I used below.
> 
> To be able to help you any further we would need to know the specific error message that you are getting.
> 
> Hope this helps,
> 
> Preston  
> 
>  
> 
> 
> 
> {VQI}
> {Volatility Quality Index - Stridman's}
> {TASC  August 2002} 
> Length1:=Input("Length 1",1,1000,9); 
> Length2:=Input("Length 1",1,1000,200); 
> VQI:=If(ATR(1)<>0 AND (H-L)<>0,
> ((C-Ref(C,-1)/ATR(1)) + ((C-O)/(H-L)))*0.5,PREV); 
> VQI:=Abs(VQI)*((C-Ref(C,-1)+(C-O))*0.5); 
> SumVQI:=Cum(VQI); 
> 
> SumVQI; {Green} 
> Mov(SumVQI,Length1,S); {Red} 
> Mov(SumVQI,Length2,S); {Yellow}
> 
> 
> 
> 
> 
> --- In equismetastock@xxxxxxxxxxxxxxx, lucas.george06 <no_reply@> wrote:
> >
> > Hi all, 
> > 
> > I am just wondering whether someone can help me to solve this problem?this indicator originated from trade station EL. here is the original code
> > 
> > ======================================================================
> > Variables: 
> > VQI(0), 
> > SumVQI(0);
> > 
> > If TrueRange <> 0 and (High - Low) <> 0 Then
> > VQI = ((Close - Close[1]) / TrueRange + (Close - Open) / (High - Low)) * 0.5
> > Else
> > VQI=VQI[1];
> > VQI = AbsValue(VQI) * ((Close - Close[1] + (Close - Open)) * 0.5);
> > SumVQI = SumVQI + VQI;
> > Plot1(SumVQI,"");
> > Plot2(Average(SumVQI,9),"");
> > Plot3(Average(SumVQI,200),"");
> > 
> > ======================================================================
> > 
> > Later, this indicator it was translated by Wabbit.Yet,the indicator is giving error message
> > 
> > Length1:=Input("Length 1",1,1000,9); 
> > Length2:=Input("Length 1",1,1000,200); 
> > 
> > VQI:=If(ATR(1)<>0 AND (H-L)<>0, ((C-Ref(C,-1)/ATR(1)) + ((C-O)/(H-L)))*0.5,PREV); 
> > VQI:=Abs(VQI)*((C-Ref(C,-1)+(C-O))*0.5); 
> > SumVQI:=Cum(VQI); 
> > 
> > SumVQI; {Green} 
> > Mov(SumVQI,Length1,S); {Red} 
> > Mov(SumVQI,Length2,S); {Yellow}
> > 
> > 
> > 
> > ======================================================================
> > 
> > Thank you
> >
>




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