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
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