Download Volatility Ratio For Amibroker (AFL)

The ultimate porfolio management solution.

Shares, Margin, CFD's, Futures and Forex

EOD and Realtime

Dividends and Trust Distributions

And Much More ....

For Portfolio Manager Click Here

#1 Selling Amibroker Plugin featuring:

Advanced Adaptive Indicators

Advanced Pattern Exploration

Neural Networks

And Much More ....

Find Out More Here

3 / 5 (Votes 4)

amibroker

Indicator

Copy & Paste Friendly

1

2

3

4

5

6

7

8

9

10

11

12

13

14

15

16

17

18

19

20

21

22

23

24

25

26

27

28

29

30

31

32

33

34

35

36

37

38

39

40

41

42

43

44

45

46

// xac dinh day
WVF = (HHV (Close,22) - Low)/(HHV(Close,22))*100;
Buy=WVF>16;
PlotShapes( shapeSmallUpTriangle * Buy,  colorAqua );
 
 
_SECTION_BEGIN("Volatility Ratio");
 
n=Param("Periods",13,1,300,1);
VRT=Param("VRthreshold",0.55,0.5,1,0.1);
Dday =Param("Decision Day Based on Prev day returns",4,3,5,1);
zero=10^-10;
 
r1=H-L;
r2=abs(H-Ref(C,-1));
r3=abs(Ref(C,-1)-L);
 
 
TrueRange=Max(Max(r1,r2),r3);
 
TrueHighPds=Max(HHV(H,n),Ref(C,-n));
TrueLowPds=Min(LLV(L,n),Ref(C,-n));
TrueRangePds=TrueHighPds-TrueLowPds;
 
VolatilityRatio=TrueRange/Max(TrueRangePds,zero);
 
SetPositionSize(1,spsShares);
 
decisionSell=HHV(C,5)-C;
decisionBuy=C-LLV(C,5);
 
Buy =decisionBuy>0 AND Cross(VolatilityRatio,VRT);
PlotShapes( shapeSmallUpTriangle * Buy,  colorGreen );
 
Sell =0;
Short=decisionSell>0 AND Cross(VolatilityRatio,VRT);
PlotShapes( shapeSmallDownTriangle * Short, colorRed  );
 
Cover=0;
 
Plot(VolatilityRatio,"Volatility Ratio - Schwager",colorRed);
Plot(VRT,"VRT - Schwager",colorWhite);
 
AddColumn(VolatilityRatio,"VolatilityRatio");
 
_SECTION_END();

Stock Portfolio Organizer

WiseTrader Toolbox

Volatility Ratio for Amibroker (AFL)
Nguyen Canh
over 3 years ago
Amibroker (AFL)

Indicator / Formula

0 comments

Leave Comment