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SVAPO for Amibroker (AFL)

Rating:
3 / 5 (Votes 3)
Tags:
oscillator, amibroker

SVAPO Indicator

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Indicator / Formula

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_SECTION_BEGIN("SVAPO");
// input parameters
Period = Param("SVAPO period", 8, 2, 20, 1 );
CutOff = Param("Min. % price change", 1, 0, 10, 0.1 );
devH = Param("Std. Dev High", 1.5, 0.1, 5, 0.1 );
devL = Param("Std. Dev Low", 1.3, 0.1, 5, 0.1 );
StDevPer = Param("Std. Dev. Period", 100, 1, 200, 1 );
// heikin-ashi smoothing
Av4 = (O+H+L+C)/4;
HaOpen = AMA( Ref( Av4, -1 ), 0.5 );
HaCl = ( Av4 + HaOpen + Max( Av4, Max( H, HaOpen ) ) + Min( Av4, Min( L, HaOpen ) ) ) / 4;
HaC = TEMA( HaCl, period/1.6 );
// medium term MA of volume to limit extremes
Vave = Ref( MA( V, period * 5 ), -1 );
Vmax = Vave * 2;
Vc = Min( V, Vmax );
// basic volume trend
Vtr = TEMA( LinRegSlope( V, period ), period );
HaCLimitUp = Ref( HaC, -1 ) * (1 + Cutoff/1000);
HaCLimitDn = Ref( HaC, -1 ) * (1 - Cutoff/1000);
// SVAPO result of price and volume
SVAPOSum = Sum( IIf( ( HaC > HaCLimitUp ) AND Hold( Vtr >= Ref( Vtr,-1 ), 2 ), Vc,
                IIf( ( HaC < HaCLimitDn ) AND Hold( Vtr > Ref( Vtr, -1 ), 2 ), -Vc, 0 ) ),period );
SVAPO = TEMA( SVAPOSum / (Vave+1), period );
PlotGrid( 0 );
Plot( SVAPO, "SVAPO", colorBlue, styleThick );
Plot( devH * StDev( SVAPO, StDevPer ), "Up", colorGreen );
Plot( -devL * StDev( SVAPO, StDevPer ), "Dn", colorRed );
Chg = SVAPO - Ref( SVAPO, -1 );
BuySig = Chg > 0 AND Sum( Chg < 0, 5 ) == 4;
SellSig = Chg < 0 AND Sum( Chg > 0, 5 ) == 4;
PlotShapes( shapeUpArrow * BuySig, colorGreen );
PlotShapes( shapeDownArrow * SellSig, colorRed );
_SECTION_END();

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