DALE!! CONNECITON & AFFINITY BETWEEN PRICE & VOLUME ! Author: Buff Dormeier, TASC July 2007 ! Coded by: Richard Denning 5/11/07 ! PARAMETERS Price is [close]. ST is 8. LT is ST * 4. S is ST. SS is LT. ! SIMPLE MOVING AVERAGE OF PRICE (SMA) SMA_L is sum(Price,LT) / LT. SMA_S is sum(Price,ST) / ST. V is [volume]. ! VOLUME-WEIGHTED MOVING AVERAGE (VWMA) VTOT_L is sum(V,LT). VWMA_L is sum(Price * (V / ^VTOT_L),LT). VTOT_S is sum(V,ST). VWMA_S is sum(Price * (V / ^VTOT_S),ST). ! VOLUME-PRICE CONTRADICITION/CONFIRMATION (VPC + / - ) VPC is VWMA_L - SMA_L. ! VOLUME PRICE RATIO (VPR) VPR is VWMA_S / SMA_S. ! VOLUME MULTIPLIER (VM) VMA_S is sum(V,ST) / ST. VMA_L is sum(V,LT) / LT. VM is VMA_S / VMA_L. ! VOLUME-PRICE CONFIRMATION INDICATOR (VPCI) VPCI is VPC * VPR * VM. ! SMOOTHED VOLUME-PRICE CONFIRMATION INDICATOR(sVPCI) sVPCI is sum(VPCI,S) / S. ssVPCI is sum(VPCI,SS) / SS. ! INDICATOR FOR HISTORIGRAM PLOTTING dVPCIs is VPCI - sVPCI. dsVPCIss is sVPCI - ssVPCI.  Rule Libraryÿÿ CCodeViewºSPYLSTÿÿÿÿÿÿ CBackTestPropertyLELXPP— ãVWMA-VPC-VPR-VM LESPXPSPYLST UUUUµ%ã@ˆ%ã@ÿÿÿÿ ¥à@ %ã@€LE1LX1PP— ãVWMA-VPC-VPR-VM LE1SPXPSPYLST UUUUµ%ã@ˆ%ã@ÿÿÿÿ ¥à@ %ã@€ListList2PPaãVWMA-VPC-VPR-VM ListSPXPtVPCIsVPCISPYLST UUUUµ%ã@ˆ%ã@ÿÿÿÿàã@ %ã@€LE2LX2PP— ãVWMA-VPC-VPR-VM LE2SPXPSPYLST UUUUµ%ã@ˆ%ã@ÿÿÿÿ ¥à@ %ã@€LEsLXs2PPÛãVWMA-VPC-VPR-VM LEsSPXPNAS100 UUUUµ%ã@ˆ%ã@ÿÿÿÿ Êâ@ %ã@00:00