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Svapo Oscillator Code

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maximo View Drop Down
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Post Options Post Options   Quote maximo Quote  Post ReplyReply Direct Link To This Post Topic: Svapo Oscillator Code
    Posted: 14 Mar 2011 at 5:25pm

BullCharts formulaaah

 
[Description='SVAPO is an indicator presented by Sylvain Vervoort in the Nov 07 issue of the Stocks & Commodities magazine.
This indicator combines price and volume information into a Short-Term Volume And Price Oscillator.]

{heikin ashi closing average haCl and input variables}
haO:=(Ref((O+H+L+C)/4,-1) + PREV)/2;
haC:=((O+H+L+C)/4+haO+Max(H,haO)+Min(L,haO))/4;
{input SVAPO period and smooth HA closing Price}
period:= Input("SVAPO period :",20,8);
sHaC:= Tema(haC,period/1.6,E);
{input minimum per thousand price change}
cutoff:= Input("Minimum %o price change :",10,1);
{Inputs for standard deviation bands}
devH:= Input("Standard Deviation High :",1.5,0.1);
devL:= Input("Standard Deviation Low :",1.3,0.1);
stdevper:= Input("Standard Deviation Period :", 100,100);
vc:=Ref(Ma(C,period*5,S),-1);
{Basic trend}
vtr:=Tema(LinRegSlope(C,period),period);
{SVAPO result of price only}
SVAPO:= Tema(sum(if(HaC>(ref(sHaC,-1)*(1+cutoff/10000)) AND BarsSince(vtr>=ref(vtr,-1))<=2,vc, if(sHaC<(ref(sHaC,-1)*(1-cutoff/10000)) AND BarsSince(vtr>ref(vtr,-1))<=2,-vc,0)),period) /(vc+1), period,E);

[color=red]devH*Stdev(SVAPO,stdevper);
[color=lime green]-devL*Stdev(SVAPO,stdevper);
[color=black]0; 
[color=blue]SVAPO

 



Edited by maximo - 14 Mar 2011 at 5:28pm
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wacazac View Drop Down
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Joined: 14 Mar 2010
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Post Options Post Options   Quote wacazac Quote  Post ReplyReply Direct Link To This Post Posted: 13 Mar 2011 at 10:20pm
Metastock Formular

{calculate the heikin-ahhi closing average haCl and get the input variables}
haOpen:=(Ref((O+H+L+C)/4,-1) + PREV)/2;
haCl:=((O+H+L+C)/4+haOpen+Max(H,haOpen)+Min(L,haOpen))/4;
period:= Input("SVAPO period :", 2, 20, 8);
cutoff:= Input("Minimum %o price change :",0,10,1);
{Inputs for standard deviation bands}
devH:= Input("Standard Deviation High :", 0.1, 5, 1.5);
devL:= Input("Standard Deviation Low :", 0.1, 5, 1.3);
stdevper:= Input("Standard Deviation Period :", 1, 200, 100);
{Smooth HaCl closing price}
haC:=Tema(haCl,period/1.6);
{Medium term MA of Volume to limit extremes and division factor}
vave:=Ref(Mov(V,period*5,S),-1);
vmax:=vave*2;
vc:=If(V<vmax,V,vmax);
{Basic volume trend}
vtr:=Tema(LinRegSlope(V,period),period);
{SVAPO result of price and volume}
SVAPO:=Tema(Sum(If(haC>(Ref(haC,-1)*(1+cutoff/1000)) AND Alert(vtr>=Ref(vtr,-1),2), vc, If(haC<(Ref(haC,-1)*(1-cutoff/1000)) AND Alert(vtr>Ref(vtr,-1),2),-vc,0)),period)/(vave+1),period);
devH*Stdev(SVAPO,stdevper);
-devL*Stdev(SVAPO,stdevper);
zeroref:=0;
zeroref;
SVAPO
######################{the code appears to be correct to here but the I get error messge "operater expected,not there" can some kind sole correct this code pleaseHug?

declare upper;

input SVAPOLength = 8;
input MinPctODelta = 1;
input STDevHi = 1.5;
input STDevLo = 1.3;
input STDPeriod = 100;
############################
#Heiken Ashi Data set
#############################

def Vclose = (Open + High + Low + Close) / 4;
rec Vopen = compoundValue(1, ((open[1] + high[1] + low[1] + close[1]) / 4 + vopen[1]) / 2, hl2);

def HaC = TEMA(Vclose, SVAPOLength /1.6);
REC vave =(SIMPLeMovingAvg(Volume,SVAPOLength*5)[1]);
def vMax=vave*2;
def VC= if (Volume<vMax,Volume,vMax);
def VTR=TEMA(LINearRegressionSlope(volume,SVAPOLength),SVAPOLength);

plot SVAPO=TEMA(sum (if (HaC>(HaC[1]*(1+MinPctODelta/1000)) and VTR>=VTR[1],VC, If(haC<(haC[1]*(1-MinPctODelta/1000)) AND vtr>vtr[1],-VC,0)),SVAPOLength)/(vave+1),SVAPOLength);
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