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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
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Joined: 10/28/2004(UTC)
Posts: 3,112
Location: Perth, Western Australia
Was thanked: 17 time(s) in 17 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
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Joined: 5/6/2006(UTC)
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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: 3,112
Location: Perth, Western Australia
Was thanked: 17 time(s) in 17 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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Wabbit, The charts below have the same amount of data loaded, from 1/01/2004 to 6/09/2004. Displayed data was from late December, 2005 to 6/09/2006. TS was using ASCII data generated from the MS data file. The length parameters were 9 and 50 in all cases. It seems like all the crossings of the plots happen on the same days per the above conditions. I did notice the scaling values were different. I doubt that makes any real difference in the real world. However, it might be useful to have smaller values for explorations. Also, the 'peak' of the green line on 2/27/2006(GOOG) doesn't cross above the yellow line, as it does in the TS GOOG plot. Also, there seems to be some 'shifting up' of the green and red plots on the BA chart in MS, right at 1/31/2006. I really like this indicator. Hopefully some other users will like it and benefit from its use. Once again, thanks for your help. gruvtune    
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