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File Name: btVolumeFlowIndicator.efs
Description:
Based on Volume Flow Indicator Performance by Markos Katsanos. This article appeared in the July 2004 issue of Stock & Commodities.
Formula Parameters:
VFI Length: 26
MA of VFI Length: 50
MA of VFI Type: EMA [SMA, EMA]
Back Test #: 1 [1,2,3,4]
- 1 Indicator Level
- 2 Divergence
- 3 Break from base
- 4 Indicator Direction
BT 2 Linear Regression Length: 120
BT 3 Linear Regression Length: 30
BT 4 SMA Length: 11
BT 4 LMA Length: 25
Initial Account Size: 10000
Notes:
The related article is copyrighted material. If you are not a subscriber of Stocks & Commodities, please visit www.traders.com.
The btVolumeFlowIndicator.efs is written for back testing with the Strategy Analyzer. The formula includes all four tests for the VFI as described in the article. When running the Strategy Analyzer, the user needs to configure the Formula Parameters in the Back Testing window (Tools-->Back Testing) before running the test. The formula also includes logic for taking short positions. However, if the user wants to exclude short trades they can uncheck the option in the Back Testing window, Allow Shorts, to exclude short trades for the test. On the chart, the bars where long positions were triggered are designated with a dark green background and the short positions are red. For those tests that have exit conditions, the bar where the exit signal is triggered will be have a gray background.
Download File:
btVolumeFlowIndicator.efs
EFS Code:
Description:
Based on Volume Flow Indicator Performance by Markos Katsanos. This article appeared in the July 2004 issue of Stock & Commodities.
Formula Parameters:
VFI Length: 26
MA of VFI Length: 50
MA of VFI Type: EMA [SMA, EMA]
Back Test #: 1 [1,2,3,4]
- 1 Indicator Level
- 2 Divergence
- 3 Break from base
- 4 Indicator Direction
BT 2 Linear Regression Length: 120
BT 3 Linear Regression Length: 30
BT 4 SMA Length: 11
BT 4 LMA Length: 25
Initial Account Size: 10000
Notes:
The related article is copyrighted material. If you are not a subscriber of Stocks & Commodities, please visit www.traders.com.
The btVolumeFlowIndicator.efs is written for back testing with the Strategy Analyzer. The formula includes all four tests for the VFI as described in the article. When running the Strategy Analyzer, the user needs to configure the Formula Parameters in the Back Testing window (Tools-->Back Testing) before running the test. The formula also includes logic for taking short positions. However, if the user wants to exclude short trades they can uncheck the option in the Back Testing window, Allow Shorts, to exclude short trades for the test. On the chart, the bars where long positions were triggered are designated with a dark green background and the short positions are red. For those tests that have exit conditions, the bar where the exit signal is triggered will be have a gray background.
Download File:
btVolumeFlowIndicator.efs
EFS Code:
PHP Code:
/*****************************************************************
Provided By : eSignal. (c) Copyright 2004
Study: Back Testing Volume Flow Indicator by Markos Katsanos
Version: 1.0
5/4/2004
Formula Parameters: Default:
VFI Length 26
MA of VFI Length 50
MA of VFI Type EMA
SMA
EMA
Back Test # 1
1 Indicator Level
2 Divergence
3 Break from base
4 Indicator Direction
BT 2 Linear Regression Length 120
BT 3 Linear Regression Length 30
BT 4 SMA Length 11
BT 4 LMA Length 25
Initial Account Size 10000
*****************************************************************/
Formula code is too large for forum display. See formula for complete code.