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Need Help with Volume/Price Average
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Need Help with Volume/Price Average

  #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;

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  #2 (permalink)
Market Wizard
Futures Experience: Intermediate
Platform: ninja
Favorite Futures: ES
cory's Avatar
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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The following user says Thank You to cory for this post:


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