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Profile: MHN
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Joined: Monday, January 19, 2015
Last Visit: Monday, January 19, 2015 12:57:44 PM
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Topic: Tommy21/VCPI
Posted: Monday, January 19, 2015 12:50:39 PM

Hi Diceman, its been a few years since your post and your explanation of VPCI has really helped me.

I've read Buff's 2011 "Investing w/ Volume Analysis" book at least 3 times, looking for hints in other parts of the book, but the calculation of his Anti-Volume Stop Loss still eludes me. On page 254 Buff says 

AVSL = Lower Bollinger Band - (Price, Length, Standard Deviation)

where

Length = Round (3+VPCI)

Price = Average (Lows x 1/ VPC x 1 / VPR, Length)

Standard Deviation = 2 x (VPCI X VM)

It looks like you use a rounded up whole number "Length" to calculate the average. The part I dont understand is once you have the "Standard Deviation" and the "Price", how is it subtracted from the Lower BB? I mean   -(Price, Length, STD) isnt really a correct mathematical expression.

Is there something obvious that you can see?

Thanks,

Mike