Rank: Advanced Member
Groups: Registered, Registered Users, Unverified Users
Joined: 8/12/2005(UTC)
Posts: 73
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Increase means volatility bearish bias. Decrease means bullish bias. Any improvement to this will be much appreciated.
Volatility Shift =========================================== {For personal use only} {Not for distribution - FP} MC:= Input("% MINIMUM CHANGE", 1, 100, 2); 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; {Atan(APC ,ATC ) ;} {End}
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