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General Discussion · Volume Zone Oscillator
snappyfrog
msg #152782
6/25/2020 10:04:37 PM

Wow, thanks Push

General Discussion · Volume Zone Oscillator
snappyfrog
msg #152765
6/25/2020 1:10:05 PM

What this looks like in ToS


General Discussion · Volume Zone Oscillator
snappyfrog
msg #152764
6/25/2020 10:36:48 AM

Here 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[1]) * 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[1] <= EMA60 then 1 else if close > EMA60 and close[1] >= EMA60 then 2 else if close < EMA60 and close[1] >= EMA60 then 3 else 4;

def bullishCrossover = if VZO >= 40 and VZO[1] < 40 then 1 else 0;
def bearishCrossover = if VZO <= -40 and VZO[1] > -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[1]) * 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[1] <= EMA60 then 1 else if close > EMA60 and close[1] >= EMA60 then 2 else if close < EMA60 and close[1] >= EMA60 then 3 else 4;

def bullishCrossover = if VZO >= 40 and VZO[1] < 40 then 1 else 0;
def bearishCrossover = if VZO <= -40 and VZO[1] > -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
snappyfrog
msg #152762
6/25/2020 9:00:49 AM

ToS 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
snappyfrog
msg #152761
6/25/2020 8:44:44 AM

This 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
snappyfrog
msg #152699
6/21/2020 8:34:51 PM

Nibor100, 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
snappyfrog
msg #152692
6/20/2020 11:30:52 PM

True 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
snappyfrog
msg #152690
6/20/2020 8:32:31 AM

I 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
snappyfrog
msg #152682
6/19/2020 8:46:38 AM

Thanks Cheese!

General Discussion · Histogram of PVI Difference
snappyfrog
msg #152678
6/18/2020 11:40:50 PM

I 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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