LazyBear

Volume Accumulation Percentage Indicator [LazyBear]

Volume Accumulation Percentage Indicator (VAPI) is a variation of the classic volume-accumulation indicators. It uses volume the same way as OBV except that it assigns volume weights based on intraday volatility .

In a positive trend, if the stock price is close to a (local) new high, the VAPI should be at its maximum as well (and vice versa for a negative trend). If the market is looking for a direction, if the price is in the bottom side of his current trading range and if, at the same moment the VAPI osc slopes up, there is accumulation on the stock and that the prices should start to climb. The SELL signal is given when the VAPI decreases (distribution). Divergences are usually very effective too.

Tuning the "length" parameter may be needed for your instrument (default is 10), do let me know if you find a different value to be optimal for majority of instruments.

List of my public indicators: http://bit.ly/1LQaPK8
List of my app-store indicators: http://blog.tradingview.com/?p=970
סקריפט קוד פתוח

ברוח TradingView אמיתית, מחבר סקריפט זה פרסם אותו עם קוד פתוח, כך שסוחרים יוכלו להבין ולאמת זאת. הידד למחבר! אתה יכול להשתמש בו בחינם, אך שימוש חוזר בקוד זה בפרסום הנו בכפוף ל כללי הבית . אתה יכול להגדירו כמועדף ולהשתמש בו בגרף.

רוצה להשתמש בסקריפ זה בגרף?
//
// @author LazyBear 
// List of my public indicators: http://bit.ly/1LQaPK8
// List of my app-store indicators: http://blog.tradingview.com/?p=970 
//
study("Volume Accumulation Percentage Indicator [LazyBear]", shorttitle="VAPI_LB", overlay=false)
length=input(10, title="Time Periods")
x=(2*close-high-low)/(high-low)
tva=sum(volume*x,length)
tv=sum(volume,length)
va=100*tva/tv
zl=plot(0, color=gray, title="ZeroLine")
vac=gray
val=plot(va, color=vac, style=histogram, title="VAPI Histogram")
us=va<0?0:(va==0?va[1]  :va), ls=va>0?0:(va==0?va[1]:va)
ux=plot(us, color=gray, style=circles, title="DummyU"), lx=plot(ls, color=gray, style=circles, title="DummyL")
fill(ux,val,color=red, transp=50, title="NegativeFill"), fill(lx,val,color=lime, transp=50, title="PositiveFill")
plot(va, color=gray, linewidth=2, title="VAPI Osc")
List of my free indicators: http://bit.ly/1LQaPK8
List of my indicators at Appstore: http://blog.tradingview.com/?p=970

תגובות

Lazy bear, if the volume accumulator filler space is white (no red or green color) what does that indicate?
+36 השב
reminds me a bit of a squeez indcator you made, you basically changed the way i now think on the market, you and John carter have changed my p/l ths year, really like what you are doing here keep up the great work.

much respect !
+19 השב
LazyBear kourosh.alborz
+13 השב
fzavalatjc kourosh.alborz
cant find his squeeze indicator, how can i find it. thx
+14 השב
its not working atm for me was before now it ainr
+5 השב
as usual..this is awesome.. I have been looking for a package of 3 indies.. looks like this is one, 2 is SMIIO, 3 still looking for..
+4 השב
hi, this is great to confirm other indicators thanks v much. I'm using 12 setting on commodities. Does anyone know if it is possible to set up CONTINUATION volume for a front month contract? It is usually a simple click of a button on most sites but i can't see it here. thanks!
+2 השב
How to calculate in python programming language????
+1 השב
Hi thanks for this. What would you recommend the 'length' parameter be for ES and for Gold?
+1 השב