Need Help with Volume/Price Average - ThinkOrSwim | futures io social day trading

Need Help with Volume/Price Average
 Updated: February 10th, 2015 (11:10 PM) Views / Replies: 672 / 1 Created: February 10th, 2015 (09:42 PM) by VECTrader Attachments: 0

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# Need Help with Volume/Price Average

 February 10th, 2015, 09:42 PM #1 (permalink) Trading Apprentice Baltimore MD   Futures Experience: Beginner Platform: ToS Favorite Futures: Stocks   Posts: 1 since Feb 2015 Thanks: 1 given, 0 received Need Help with Volume/Price Average New to ToS but familiar with coding. I'm trying to create this: VPA = close[0]*(volume[0]/volume[X]) + close[...n]*(volume[...n]/volume[X]) where X equals a range (5 bars or 15 bars or what ever range I want) and n equals the indexing of that range so n is 1 to 5, or 1 to 15, or whatever range I want. X and n should reflect the same range window, so if X is 5 then n is 1 to 5, or if X is 10 then n is 1 to 10. I can do it manually but I was hoping someone could show how to make this input driven. The challenge is to get close[0], close[1], ... close[n]; i have know idea how to make that happen. ##### def vol = sum(volume , 5); def day1 = close*(volume/vol); def day2 = close[1] * (volume[1]/vol); def day3 = close[2] * (volume[2]/vol); def day4 = close[3] * (volume[3]/vol); def day5 = close[4] * (volume[4]/vol); plot VPA = day1+day2+day3+day4+day5;

 February 10th, 2015, 11:10 PM #2 (permalink) Market Wizard virginia   Futures Experience: Intermediate Platform: ninja Favorite Futures: ES     Posts: 5,425 since Jun 2009 Thanks: 639 given, 6,685 received Forum Reputation: Legendary this Market Facilitation Index has what you want Share-TOS: MktFacillationIdx_R1V1
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