[EquisMetaStock Group] Re: Volatility Shift

["formulaprimer" <formulaprimer@xxxxxxxxx>]

Formula Updated
 Similar to ATR but instead measures price cycle (distance between short term pivot lows and pivot highs)... enjoy...


 Volatility Shift

=================================

MC:= Input("% MINIMUM CHANGE", 1, 100, 1);
PDS:= Input("Enter Number of Periods", 1, 100, 1);

A1:= Peak(1 ,C ,MC ) - Trough(1 ,C ,MC ) ;
B1:= Peak(2 ,C ,MC ) - Trough(2 , C,MC ) ;
C1:= Peak(3 ,C ,MC ) - Trough(3 , C, MC) ;

APC:=(A1+B1+C1)/3;

A11:=BarsSince(Peak(1 ,C ,MC )) - BarsSince( Trough(1 ,C ,MC )) ;
B11:=BarsSince(Peak(2 ,C ,MC )) - BarsSince( Trough(2 ,C ,MC )) ;
C11:=BarsSince(Peak(3 ,C ,MC )) - BarsSince( Trough(3 ,C ,MC )) ;

ATC:=(A11+B11+C11)/3;

VS:=APC-ATC ;

(( VS - Ref(VS,-PDS)) / Ref(VS,-PDS));

 {Atan(APC ,ATC ) ;}

{End}


--- In equismetastock@xxxxxxxxxxxxxxx, "formulaprimer" <formulaprimer@xxx> wrote:
>
> Similar to ATR but instead measures price cycle (distance between short term pivot lows and pivot highs)... enjoy.
> 
> Volatility Shift
> ===================================
> 
> MC:= Input("% MINIMUM CHANGE", 1, 100, 1);
> PDS:= Input("Enter Number of Periods", 1, 100, 1);
> 
> A1:= Peak(1 ,C ,MC ) - Trough(1 ,C ,MC ) ;
> B1:= Peak(2 ,C ,MC ) - Trough(2 , C,MC ) ;
> C1:= Peak(3 ,C ,MC ) - Trough(3 , C, MC) ;
> 
> APC:=(A1+B1+C1)/3;
> 
> A11:=BarsSince(Peak(1 ,C ,MC )) - BarsSince( Trough(1 ,C ,MC )) ;
> B11:=BarsSince(Peak(2 ,C ,MC )) - BarsSince( Trough(2 ,C ,MC )) ;
> C11:=BarsSince(Peak(3 ,C ,MC )) - BarsSince( Trough(3 ,C ,MC )) ;
> 
> ATC:=(A11+B11+C11)/3;
> 
> VS:=ATC - APC;
> 
> (( VS - Ref(VS,-PDS)) / Ref(VS,-PDS))*100;
> 
>  {Atan(APC ,ATC ) ;}
> 
> {End}
>




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