http://traderpedia.it/wiki/index.php?action=history&feed=atom&title=TS_Finite_Volume_Element_%28FVE%29_System 2026-06-21T18:44:41Z Cronologia della pagina su questo sito MediaWiki 1.35.2 http://traderpedia.it/wiki/index.php?title=TS_Finite_Volume_Element_(FVE)_System&diff=1832&oldid=prev 2012-03-22T07:45:30Z

<p><span dir="auto"><span class="autocomment">Vedi anche:</span></span></p> <p><b>Nuova pagina</b></p><div>'''''Trading System &quot;Finite Volume Element (FVE) System&quot;''''' <br /> <br /> Markos Katsanos' nel suo articolo&amp;nbsp;&quot;Detecting Breakouts&quot; descrive il calcolo di un indicatore prezzo-volume e lo chiama &quot;finite volume element&quot; (FVE).&amp;nbsp;Questa è la strategia per&amp;nbsp;TradeStation in&amp;nbsp;EasyLanguage.&quot; <br /> <br /> Formula per Tradestation™: <br /> <br /> INIZIO FORMULA <br /> <br /> Type : Strategy, Name : FiniteEleVol <br /> <br /> inputs:&lt;br&gt;CutOff( .003 ),&lt;br&gt;Samples( 22 ) ;<br /> <br /> variables:&lt;br&gt;TP( 0 ),&lt;br&gt;MF( 0 ),&lt;br&gt;VolumePlusMinus( 0 ),&lt;br&gt;FVEsum( 0 ),&lt;br&gt;FveFactor( 0 ),&lt;br&gt;FVE( 0 ) ;<br /> <br /> TP = (High + Low + Close ) / 3 ;&lt;br&gt;MF = (Close - (High + Low ) / 2 )+ TP - TP[1] ;&lt;br&gt;if MF &amp;gt; CutOff * Close then&lt;br&gt;FveFactor = 1&lt;br&gt;else if MF &amp;lt; -1 * CutOff * Close then&lt;br&gt;FveFactor = -1&lt;br&gt;else&lt;br&gt;FveFactor = 0 ;&lt;br&gt;if BarNumber &amp;gt; Samples then&lt;br&gt;begin&lt;br&gt;VolumePlusMinus = Volume * FveFactor ;&lt;br&gt;FVEsum = Summation( VolumePlusMinus, Samples ) ;&lt;br&gt;FVE = ( FVEsum / (Average( Volume, Samples ) * Samples ) ) * 100 ;&lt;br&gt;Value1 = LinearRegSlope( FVE , 35 ) ;&lt;br&gt;Value2 = LinearRegSlope( Close, 35 ) ;&lt;br&gt;if FVE crosses over -5 and Value1 &amp;gt; 0&lt;br&gt;and Value2 &amp;lt; 0&lt;br&gt;then&lt;br&gt;Buy Next Bar at Market ;&lt;br&gt;if ( LinearRegSlope( FVE, 25) &amp;lt; 0 ) or&lt;br&gt;( DateToJulian( Date ) - DateToJulian( EntryDate ) &amp;gt; 50*( 7 / 5 ) )&lt;br&gt;then&lt;br&gt;Sell Next bar at Market ;&lt;br&gt;end ;&lt;br&gt;&lt;br&gt;FINE FORMULA <br /> <br /> == Vedi anche: ==<br /> <br /> *[[Indice sequenziale Trading System|Indice sequenziale Trading System]]<br /> <br /> [[Category:Formule_Trading_System]]</div>

imported>Stefano Fanton