Welcome Guest, please sign in to participate in a discussion. Search | Active Topics |

Profile: maljester
 About User Name: maljester Groups: Gold User, Member, Platinum User, TeleChart Rank: Registered User Real Name: Location Occupation: Interests: Gender: Unsure
 Statistics Joined: Sunday, January 30, 2005 Last Visit: Friday, February 23, 2018 3:55:23 PM Number of Posts: 124[0.04% of all post / 0.03 posts per day]
 Avatar
 Last 10 Posts Topic: StdDev Posted: Friday, January 19, 2018 3:49:30 PM thanks for your help. Topic: StdDev Posted: Friday, January 19, 2018 3:04:37 PM Is RealCode possible the the following? `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))` Topic: VFI (Volume Flow Indicator) Posted: Thursday, January 11, 2018 4:31:46 PM "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 Topic: VFI (Volume Flow Indicator) Posted: Thursday, January 11, 2018 4:20:43 PM 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) Topic: VFI (Volume Flow Indicator) Posted: Thursday, January 11, 2018 4:12:41 PM 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 Topic: VFI (Volume Flow Indicator) Posted: Thursday, January 11, 2018 4:03:20 PM I don't think my StdDev code is correct Topic: VFI (Volume Flow Indicator) Posted: Wednesday, January 10, 2018 7:58:35 PM 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 Topic: VFI (Volume Flow Indicator) Posted: Wednesday, January 10, 2018 2:36:59 PM 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 Topic: V18 TO V17 Posted: Tuesday, December 12, 2017 12:02:25 PM For those of us unable to attend the Orlando training, it might be nice to have a video of how some of the new features work.  This might sovle the worries about how V18 works. Topic: V18 TO V17 Posted: Monday, December 11, 2017 12:09:12 PM deleting startsettings.dat file fixes the issue.  I can now get to V17.