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Need Help with Volume/Price Average


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  #1 (permalink)
VECTrader
Baltimore MD
 
Posts: 1 since Feb 2015
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New to ToS but familiar with coding. I'm trying to create this:

VPA = close[0]*(volume[0]/volume[X]) + close[...n]*(volume[...n]/volume[X])

where X equals a range (5 bars or 15 bars or what ever range I want) and n equals the indexing of that range so n is 1 to 5, or 1 to 15, or whatever range I want. X and n should reflect the same range window, so if X is 5 then n is 1 to 5, or if X is 10 then n is 1 to 10.

I can do it manually but I was hoping someone could show how to make this input driven.

The challenge is to get close[0], close[1], ... close[n]; i have know idea how to make that happen.

#####
def vol = sum(volume , 5);

def day1 = close*(volume/vol);
def day2 = close[1] * (volume[1]/vol);
def day3 = close[2] * (volume[2]/vol);
def day4 = close[3] * (volume[3]/vol);
def day5 = close[4] * (volume[4]/vol);

plot VPA = day1+day2+day3+day4+day5;


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  #2 (permalink)
 
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 cory 
virginia
 
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this Market Facilitation Index has what you want
Share-TOS: MktFacillationIdx_R1V1


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Last Updated on February 10, 2015


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