StockFetcher Forums · View by Author: (299 messages)  [ Display By: Date / Subject ] << 1 ... 3 4 5 6 7 ... 30 >> General Discussion · Volume Zone Oscillator snappyfrogmsg #152782 6/25/2020 10:04:37 PMWow, thanks Push General Discussion · Volume Zone Oscillator snappyfrogmsg #152765 6/25/2020 1:10:05 PMWhat this looks like in ToS General Discussion · Volume Zone Oscillator snappyfrogmsg #152764 6/25/2020 10:36:48 AMHere is an advanced ToS script: #Indicator Name: Advanced VZO #Contains built-in ThinkOrSwim code from VolumeZoneOscillator() and TOS documentation declare lower; input length = 14; def VP = ExpAverage(Sign(close - close) * volume, length); def TV = ExpAverage(volume, length); plot VZO = 100 * VP / TV; plot VZO_DOTS = 100 * VP / TV; plot "+60" = 60; plot "+40" = 40; #plot "+15" = 15; #plot "-5" = -5; plot "-40" = -40; plot "-60" = -60; plot ZeroLine = 0; VZO.SetDefaultColor(GetColor(1)); "+60".SetDefaultColor(GetColor(6)); "+40".SetDefaultColor(GetColor(6)); #"+15".SetDefaultColor(GetColor(3)); #"-5".SetDefaultColor(GetColor(3)); "-40".SetDefaultColor(GetColor(5)); "-60".SetDefaultColor(GetColor(5)); ZeroLine.SetDefaultColor(GetColor(4)); def ADX = ADX(14); def EMA60 = ExpAverage(close, 60); def trendExistence = ADX > 18; #1 - crosses above EMA60, 2 - above EMA60, 3 - crossing below EMA60, 4 - below EMA60 def direction = if close > EMA60 and close <= EMA60 then 1 else if close > EMA60 and close >= EMA60 then 2 else if close < EMA60 and close >= EMA60 then 3 else 4; def bullishCrossover = if VZO >= 40 and VZO < 40 then 1 else 0; def bearishCrossover = if VZO <= -40 and VZO > -40 then 1 else 0; AddCloud(40, 60, color.green, color.green); AddCloud(-40,-60, color.red, color.red); VZO.AssignValueColor(if VZO > 15 then color.green else if VZO > -5 then color.yellow else color.red); VZO_DOTS.SetPaintingStrategy(PaintingStrategy.POINTS); VZO_DOTS.AssignValueColor(if VZO > 15 then color.green else if VZO > -5 then color.yellow else color.red); VZO_DOTS.SetLineWeight(3); declare upper; input length = 14; def VP = ExpAverage(Sign(close - close) * volume, length); def TV = ExpAverage(volume, length); def VZO = 100 * VP / TV; def ADX = ADX(14); def EMA60 = ExpAverage(close, 60); def trendExistence = ADX > 18; #1 - crosses above EMA60, 2 - above EMA60, 3 - crossing below EMA60, 4 - below EMA60 def direction = if close > EMA60 and close <= EMA60 then 1 else if close > EMA60 and close >= EMA60 then 2 else if close < EMA60 and close >= EMA60 then 3 else 4; def bullishCrossover = if VZO >= 40 and VZO < 40 then 1 else 0; def bearishCrossover = if VZO <= -40 and VZO > -40 then 1 else 0; plot bullSignal = if trendExistence == 1 and direction == 1 and bullishCrossover then 1 else 0; bullSignal.setPaintingStrategy(PaintingStrategy.BOOLEAN_ARROW_UP); bullSignal.SetLineWeight(5); plot bearSignal = if trendExistence == 1 and direction == 3 and bearishCrossover then 1 else 0; bearSignal.setPaintingStrategy(PaintingStrategy.BOOLEAN_ARROW_DOWN); bearSignal.SetLineWeight(5); AssignPriceColor(if VZO > 15 then color.green else if VZO > -5 then color.yellow else color.red); General Discussion · Volume Zone Oscillator snappyfrogmsg #152762 6/25/2020 9:00:49 AMToS Script: plot VZO = 100 * VP / TV; plot VZO_DOTS = 100 * VP / TV; plot "+60" = 60; plot "+40" = 40; #plot "+15" = 15; #plot "-5" = -5; plot "-40" = -40; plot "-60" = -60; plot ZeroLine = 0; VP = volume position = X - period EMA (+/- volume) TV = total volume = X - period EMA (volume) General Discussion · Volume Zone Oscillator snappyfrogmsg #152761 6/25/2020 8:44:44 AMThis is a pumped up OBV basically. Can someone with greater skills try to write this? This is a short read with the formula. https://www.investopedia.com/articles/active-trading/072815/how-interpret-volume-zone-oscillator.asp Filter Exchange · Price Coming Off of a PVI Low snappyfrogmsg #152699 6/21/2020 8:34:51 PMNibor100, I agree it just may be the universe of stocks. Results for stock \$5 and above are not as good. I wish they were, I would be playing options with them. I also have found that many of those that show negative actually made money at some time. Also, I don't enter if there is a gap up on the day of entry. Filter Exchange · Price Coming Off of a PVI Low snappyfrogmsg #152692 6/20/2020 11:30:52 PMTrue penny filter variation of this PVI filter. This limits the number of hits. Over the last month there were 37 hits with 5 that failed to make money for an 86.5% win rate. The largest winner if you sold at dead top (nearly impossible) bought at 0.44 and max price 7 days later was 2.47 (if I remember correctly) for a profit of 456.8% Fetcher[ market is not otcbb market is not etf price is between .01 and 1 Average Volume(30) between 50000 and 500000 set{obv10ma, cma(obv,10)} set{plotobv, obv} set{ema_5, count (close > ema(5),1)} set{obv_up, count (plotobv > plotobv 1 day ago, 1)} set{pvi_22, count (pvi > pvi 22 day low, 1)} set{sum1, ema_5 + obv_up} set{sum2, sum1 + pvi_22} and sum2 > 2.99 and draw ema(13) and draw ema(30) and draw pvi 22 day low on plot pvi and draw PVI crossed above CMA(PVI,22) and +DI(14) > +DI(14) 1 day ago do not draw ADX(14) and draw Slow Stochastics Fast %K(10) < 70 and Slow Stochastics Fast %K(10) > Slow Stochastics Fast %K(10) 1 day ago add column separator add column sector add column industry add column separator add column RSI(14) add column ATR(14) add column Average Volume(30) sort column 10 ascending ] General Discussion · Histogram of PVI Difference snappyfrogmsg #152690 6/20/2020 8:32:31 AMI am actually looking at the PVI Histogram, ATR(14) and price to see if I can find a correlation in consolidation of all three. General Discussion · Histogram of PVI Difference snappyfrogmsg #152682 6/19/2020 8:46:38 AMThanks Cheese! General Discussion · Histogram of PVI Difference snappyfrogmsg #152678 6/18/2020 11:40:50 PMI must be brain dead tonight. Trying to make a histogram of the difference of the pvi 22 high and low. Thanks in advance for any help. Fetcher[ apply to symlist(spy) draw pvi 22 day high draw pvi 22 day low ]
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