Registered User
Joined: 8/24/2007
Posts: 43
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Do we have access to Real Code for this indicator? It is referenced in this months Stocks and Commodities Magazine issue.
Andreas Wiedenfeld
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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It is not RealCode, but you should be able to Open an attached Indicator directly into a running copy of StockFinder 5 (and save it from within StockFinder 5 if desired). You could also Save it to the \My Documents\StockFinder5\(Your Username)\My Indicators\ folder and then load it like you would any other Indicator (or Copy and Paste it there from wherever it Saves if you can't specify the destination directory when Saving). Attachments:
Volume Flow Indicator VFI.sfInd - 11 KB, downloaded 1,046 time(s).
-Bruce
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Registered User
Joined: 8/24/2007
Posts: 43
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Thank you Sir, as always!
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 Gold Customer
Joined: 8/13/2009
Posts: 73
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Bruce,
Can a PCF now be written in TC2000 for the Volume Flow Indicator? There is information on its coding at www.mkatsanos.com/VFI.html (I could not get the address to link, and I could not get the code to paste).
If the code can be written in TC2000 would you be so kind?
Thank you,
Fisher2
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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This is what I have come up with for TC2000 v17+.
XAVG(IIF(AVGV130.1 > 0, SUM(IIF(ABS(H + L + C - H1 - L1 - C1) / 3 > .2 * SQR(ABS((SUM((LOG((H + L + C) / 3) - LOG((H1 + L1 + C1) / 3)) ^ 2, 30) - SUM(LOG((H + L + C) / 3) - LOG((H1 + L1 + C1) / 3), 30) ^ 2 / 30) / 30)) * C, SGN(H + L + C - H1 - L1 - C1) * LEAST(V, AVGV130.1 * 2.5), 0) , 130) / AVGV130.1, 0), 3)
But it isn't matching up with StockFinder (seems to be upside down and the off by some factor), so one of them is wrong.
-Bruce
Personal Criteria Formulas
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Gold Customer
Joined: 8/13/2009
Posts: 73
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Thanks Bruce, I have been using it as an indicator on ThinkorSwim, but was wanting to see if I could get in on TC2k as scanning is so much more to my liking. I'll be able to compare it to the one on TOS to see if it is showing the same values or acting the same way as the one on TOS.
Thanks for your help,
Fisher2
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Gold Customer
Joined: 8/13/2009
Posts: 73
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Bruce, after looking at a few charts the readings are a bit different at any given time but the dates of crosses above and below zero are very close and seem fairly consistent though not exact. I think it is close enough and good enough for my purposes.
Thanks so much.
Fisher2
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 Platinum Customer
Joined: 1/30/2005
Posts: 135
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Trying to create Volume Flow Indicator with RealCode.
Plot vcp then drag it to indicator to calculate vfi.
Then drag vfi to indicator to calculate vfima.
Then plot vfi - vfima
I have a problem at StdDev step. SumC & SumSq are zero.
Can you help me? or is there a better way? Trying to get RealCode version that gives similar zero crosses to your TC2000 code.
'# Length = UserInput.Integer = 130
'# coef = UserInput.Integer = .2
'# vcoef = UserInput.Integer = 2.5
Dim inter As Single
Dim typical As Single
Dim typical1 As Single
Dim vinter As Single
Dim cutoff As Single
Dim vave As Single
Dim vmax As Single
Dim vc As Single
dim mf as Single
Dim vcp As Single
Dim vfi As Single
Dim vfima As Single
Dim d As Single
Dim signallength As Single = 5
Static SumC As Single
Static SumSq As Single
If isFirstBar Then
SumC = 0
SumSq = 0
End If
'typical = hlc3
'inter = log(typical) - log(typical[1] )
'vinter = stdev(inter, 30)
'cutoff = coef * vinter * close
'vave = sma(volume, length)[1]
'vmax = vave * vcoef
'vc = iff(volume < vmax, volume, vmax) //min(volume, vmax)
'mf = typical - typical[1]
'vcp = iff(mf > cutoff, vc, iff(mf < -cutoff, -vc, 0))
'vfi = ma(sum(vcp, length) / vave, 3)
'vfima = ema(vfi, signalLength)
'd = vfi - vfima
typical = (price.High + price.Low + price.Close) / 3
typical1 = (price.high(1) + price.Low(1) + price.Close(1)) / 3
inter = system.Math.Log(typical) - system.Math.Log(typical1)
'vinter = stdev(inter, 30)
'# Period = UserInput.Integer = 30
SumC += inter
SumSq += inter ^ 2
If CurrentIndex >= Period Then
SumC -= inter
SumSq -= inter ^ 2
End If
If CurrentIndex >= Period - 1 Then
vinter = system.Math.abs((SumSq - SumC ^ 2 / Period) / Period) ^ .5
Else
vinter = Single.NaN
End If
vave = volume.AVGC(length, 1)
vmax = vave * vcoef
'vc = iff(volume < vmax, volume, vmax) //min(volume, vmax)
If volume.Close < vmax Then
vc = volume.close
Else
vc = vmax
End If
cutoff = coef * vinter * price.close
vave = volume.AVGC(length, 1)
vmax = vave * vcoef
If volume.close < vmax Then
vc = volume.close
Else
vc = vmax
End If
mf = typical - typical1
If mf > cutoff Then
vcp = vc
Else If mf < -cutoff Then
vcp = -vc
Else
vcp = 0
End If
plot = vcp
'vfi = ma(sum(vcp, length) / vave, 3)
'vfima = ema(vfi, signalLength)
'd = vfi - vfima
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Platinum Customer
Joined: 1/30/2005
Posts: 135
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Changed StdDev code to the following and am getting a value but vcp is zero
If isFirstBar Then
SumC = 0
SumSq = 0
Else If CurrentIndex > Period Then
SumC -= inter
SumSq -= inter ^ 2
Else
SumC += inter
SumSq += inter ^ 2
End If
If CurrentIndex >= Period - 1 Then
vinter = system.Math.abs((SumSq - SumC ^ 2 / Period) / Period) ^ .5
Else
vinter = Single.NaN
End If
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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What is your complete RealCode after the changes?
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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Platinum Customer
Joined: 1/30/2005
Posts: 135
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I don't think my StdDev code is correct
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Platinum Customer
Joined: 1/30/2005
Posts: 135
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code after StdDev logic change
'# Length = UserInput.Integer = 130
'# coef = UserInput.Integer = .2
'# vcoef = UserInput.Integer = 2.5
Dim inter As Single
Dim typical As Single
Dim typical1 As Single
Dim vinter As Single
Dim cutoff As Single
Dim vave As Single
Dim vmax As Single
Dim vc As Single
dim mf as Single
Dim vcp As Single
Dim vfi As Single
Dim vfima As Single
Dim d As Single
Dim signallength As Single = 5
Static SumC As Single
Static SumSq As Single
'typical = hlc3
'inter = log(typical) - log(typical[1] )
'vinter = stdev(inter, 30)
'cutoff = coef * vinter * close
'vave = sma(volume, length)[1]
'vmax = vave * vcoef
'vc = iff(volume < vmax, volume, vmax) //min(volume, vmax)
'mf = typical - typical[1]
'vcp = iff(mf > cutoff, vc, iff(mf < -cutoff, -vc, 0))
'vfi = ma(sum(vcp, length) / vave, 3)
'vfima = ema(vfi, signalLength)
'd = vfi - vfima
typical = (price.High + price.Low + price.Close) / 3
typical1 = (price.high(1) + price.Low(1) + price.Close(1)) / 3
'inter = log(typical) - log(typical[1] )
inter = system.Math.Log(typical) - system.Math.Log(typical1)
'vinter = stdev(inter, 30)
'# Period = UserInput.Integer = 30
If isFirstBar Then
SumC = 0
SumSq = 0
Else If CurrentIndex > Period Then
SumC -= inter
SumSq -= inter ^ 2
Else
SumC += inter
SumSq += inter ^ 2
End If
If CurrentIndex >= Period - 1 Then
vinter = system.Math.abs((SumSq - SumC ^ 2 / Period) / Period) ^ .5
Else
vinter = Single.NaN
End If
cutoff = coef * vinter * price.close
vave = volume.AVGC(length, 1)
vmax = vave * vcoef
'vc = iff(volume < vmax, volume, vmax) //min(volume, vmax)
If volume.Close < vmax Then
vc = volume.close
Else
vc = vmax
End If
mf = typical - typical1
If mf > cutoff Then
vcp = vc
Else If mf < cutoff Then
vcp = -vc
Else
vcp = 0
End If
plot = vcp
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Platinum Customer
Joined: 1/30/2005
Posts: 135
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Is it possible to just translate the TC2000 code to RealCode?
XAVG(IIF(AVGV130.1 > 0, SUM(IIF(ABS(H + L + C - H1 - L1 - C1) / 3 > .2 * SQR(ABS((SUM(LOG((H + L + C) / 3) - LOG((H1 + L1 + C1) / 3), 30) - SUM(LOG((H + L + C) / 3) - LOG((H1 + L1 + C1) / 3), 30) ^ 2 / 30) / 30)) * C, SGN(H + L + C - H1 - L1 - C1) * LEAST(V, AVGV130.1 * 2.5), 0) , 130) / AVGV130.1, 0), 3)
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Platinum Customer
Joined: 1/30/2005
Posts: 135
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"Else If mf < cutoff then" in prior post s/b
Else If mf < -cutoff Then
but this make vcp zero
'# Length = UserInput.Integer = 130
'# coef = UserInput.Integer = .2
'# vcoef = UserInput.Integer = 2.5
Dim inter As Single
Dim typical As Single
Dim typical1 As Single
Dim vinter As Single
Dim cutoff As Single
Dim vave As Single
Dim vmax As Single
Dim vc As Single
dim mf as Single
Dim vcp As Single
Dim vfi As Single
Dim vfima As Single
Dim d As Single
Dim signallength As Single = 5
Static SumC As Single
Static SumSq As Single
'typical = hlc3
'inter = log(typical) - log(typical[1] )
'vinter = stdev(inter, 30)
'cutoff = coef * vinter * close
'vave = sma(volume, length)[1]
'vmax = vave * vcoef
'vc = iff(volume < vmax, volume, vmax) //min(volume, vmax)
'mf = typical - typical[1]
'vcp = iff(mf > cutoff, vc, iff(mf < -cutoff, -vc, 0))
'vfi = ma(sum(vcp, length) / vave, 3)
'vfima = ema(vfi, signalLength)
'd = vfi - vfima
typical = (price.High + price.Low + price.Close) / 3
typical1 = (price.high(1) + price.Low(1) + price.Close(1)) / 3
'inter = log(typical) - log(typical[1] )
inter = system.Math.Log(typical) - system.Math.Log(typical1)
'vinter = stdev(inter, 30)
'# Period = UserInput.Integer = 30
If isFirstBar Then
SumC = 0
SumSq = 0
Else If CurrentIndex > Period Then
SumC -= inter
SumSq -= inter ^ 2
Else
SumC += inter
SumSq += inter ^ 2
End If
If CurrentIndex >= Period - 1 Then
vinter = system.Math.abs((SumSq - SumC ^ 2 / Period) / Period) ^ .5
Else
vinter = Single.NaN
End If
cutoff = coef * vinter * price.close
vave = volume.AVGC(length, 1)
vmax = vave * vcoef
'vc = iff(volume < vmax, volume, vmax) //min(volume, vmax)
If volume.Close < vmax Then
vc = volume.close
Else
vc = vmax
End If
mf = typical - typical1
If mf > cutoff Then
vcp = vc
Else If mf < -cutoff Then
vcp = -vc
Else
vcp = 0
End If
plot = vcp
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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I think the original PCF was missing a ^ 2. When this is added I get the following.
XAVG(IIF(AVGV130.1 > 0, SUM(IIF(ABS(H + L + C - H1 - L1 - C1) / 3 > .2 * SQR(ABS((SUM((LOG((H + L + C) / 3) - LOG((H1 + L1 + C1) / 3)) ^ 2, 30) - SUM(LOG((H + L + C) / 3) - LOG((H1 + L1 + C1) / 3), 30) ^ 2 / 30) / 30)) * C, SGN(H + L + C - H1 - L1 - C1) * LEAST(V, AVGV130.1 * 2.5), 0) , 130) / AVGV130.1, 0), 3)
I have come up with the following RealCode Indicator which seems to match the altered PCF.
'|******************************************************************
'|*** StockFinder RealCode Indicator - Version 5.0 www.worden.com
'|*** Copy and paste this header and code into StockFinder *********
'|*** Indicator:Volume Flow Indicator (VFI)
'|******************************************************************
'#Cumulative
'# Length = UserInput.Integer = 130
'# coef = UserInput.Single = 0.2
'# vcoef = UserInput.Single = 2.5
'# SDper = UserInput.Integer = 30
'# Smooth = UserInput.Single = 3
Static Typical As New List(Of Single)
Static LogTyp As New List(Of Single)
Static Sum As Single
Static SumSq As Single
Static Past As New List(Of Single)
Static PastSum As Single
Static EMA As Single
Static sumWeight As Single
Static termRatio As Single
If isFirstBar Then
Typical.Clear
LogTyp.Clear
Sum = 0
SumSq = 0
Past.Clear
PastSum = 0
End If
Typical.Insert(0, (Price.High + Price.Low + Price.Close) / 3)
LogTyp.Insert(0, Math.Log(Typical(0)))
If Typical.Count >= 2 Then
Sum += LogTyp(0) - LogTyp(1)
SumSq += (LogTyp(0) - LogTyp(1)) ^ 2
End If
If Typical.Count >= SDPer Then
If Math.Abs(Typical(0) - Typical(1)) > Price.Last * _
coef * Math.Abs((SumSq - Sum ^ 2 / SDper) / SDper) ^ .5 Then
Past.Insert(0, Math.Sign(Typical(0) - Typical(1)) * Math.Min(Volume.Value, Volume.AVG(Math.Min(CurrentIndex, Length), 1) * 2.5))
PastSum += Past(0)
Else
Past.Insert(0, 0)
End If
Sum -= LogTyp(SDper - 1) - LogTyp(SDper)
SumSq -= (LogTyp(SDper - 1) - LogTyp(SDper)) ^ 2
End If
If Past.Count > Length Then
Dim Weight As Single = 1 / sumWeight
EMA = EMA * (1 - Weight) + Weight * PastSum / Volume.AVG(Length, 1)
sumWeight = sumWeight * termRatio + 1
PastSum -= Past(Length - 1)
Plot = EMA
Else If Past.Count = Length Then
EMA = PastSum / Volume.AVG(Length, 1)
termRatio = (Smooth - 1) / (Smooth + 1)
sumWeight = termRatio + 1
PastSum -= Past(Length - 1)
Plot = EMA
Else
Plot = Single.NaN
End If
If isLastBar Then
Typical.Clear
LogTyp.Clear
Sum = 0
SumSq = 0
Past.Clear
PastSum = 0
End If
-Bruce
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