PVI (Positive Volume Index)

Trading System "TS Shark 32"

Combining Statistical & Pattern Analysis(Technical Analysis of Stocks & Commodities 10/98)  

Formula per Tradestation™:

INIZIO FORMULA

Type : Function (TrueFalse), Name : sym_shark
input: symmetry(numericsimple);
vars: apex(0),
wb(0);

apex = (high + low) / 2;
wb = high[2] - low[2];

if high < high[1] and low > low[1] and
high[1] < high[2] and low[1] > low[2] and
apex <= high[2] - (wb * symmetry) and
apex >= low[2] + (wb * symmetry) then
sym_shark = true
else sym_shark = false;

Type : Signal, Name : SHRK-32 System
input: symmetry(.28);
vars: cont(0),
revb(0),
revs(0);

if cont <> 0 and marketposition = 0 then begin
if close < high[3 + cont] and close > low[3 + cont] then cont = cont + 1;
if close > high[3 + cont] then begin
buy close;
revb = cont + 3;
cont = 0;
end;
if close < low[3 + cont] then begin
sell close;
revs = cont + 3;
cont = 0;
end;
end;
if revb <> 0 then begin
if close > low[revb] then revb = revb + 1
else if close < low[revb] then begin
sell close;
revb = 0;
end;
end;
if revs <> 0 then begin
if close < high[revs] then revs = revs + 1
else if close > high[revs] then begin
buy close;
revs = 0;
end;
end;
if sym_shark(symmetry)[1] = true then begin
if close > high[3] then buy close;
if close < low[3] then sell close;
cont = cont + 1;
end;
if sym_shark(symmetry) = true and marketposition <> 0 then begin
exitlong close;
exitshort close;
end;
if barssinceentry = 78 then begin
if marketposition = 1 then begin
exitlong close;
buy open;
end;
if marketposition = -1 then begin
exitshort close;
sell open;
end;
end;
if revb > 100 then revb = 0;
if revs > 100 then revs = 0;

FINE FORMULA

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