Rank: Member
Groups: Registered, Registered Users, Subscribers Joined: 5/6/2006(UTC) Posts: 11
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Does anyone know if Stridsman's 'Volatility Quality Index' has been coded for Metastock.
The Easy Language code was in the August 2002 TASC. The EL code is below.
Thanks,
gruvtune
{p 59 Active Trader, Aug 2002}
Inputs: Length1(9), Length2(200);
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,"SumVQI"); {Green}
Plot2(Average(SumVQI,Length1),"VQI_1"); {Red}
Plot3(Average(SumVQI,Length2),"VQI_2"); {Yellow}
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Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers, Unverified Users Joined: 10/28/2004(UTC) Posts: 3,111 Location: Perth, Western Australia
Was thanked: 16 time(s) in 16 post(s)
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Try this:
--8<-------------------------
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}
--8<-------------------------
wabbit :D
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Rank: Member
Groups: Registered, Registered Users, Subscribers Joined: 5/6/2006(UTC) Posts: 11
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Wabbit,
Thanks so much!! I never expected such a quick response.
The MS plots appear to be very, very close to the EL plots.
I'm using the same symbol and same amount of data loaded for
each, in TS 2000 and MS 7.2, both EoD charts.
Is there a way to attach some jpgs to a post here?
Thanks again,
gruvtune.
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Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers, Unverified Users Joined: 10/28/2004(UTC) Posts: 3,111 Location: Perth, Western Australia
Was thanked: 16 time(s) in 16 post(s)
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gruvtune..
To add an image to the post you need to make a reply, not a quick reply, but a full reply.
Just below the text window (where you write your message) you will see a link to include an image. Click the link. You will be asked to upload your picture onto the server, just follow the instructions.
wabbit :D
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Rank: Member
Groups: Registered, Registered Users, Subscribers Joined: 5/6/2006(UTC) Posts: 11
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