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four 5,087 posts msg #87833 - Ignore four	2/4/2010 11:13:31 PM http://www.traders.com/Reprints/PDF_reprints/VFX_VORTEX.PDF http://www.traders.com/Documentation/FEEDbk_docs/2010/01/TradersTips.html
tomm1111 202 posts msg #87850 - Ignore tomm1111	2/5/2010 11:14:39 AM I modified to calculated the difference between vortex lines. I used the difference to cross below 0.5 for short and cross above -0.5 for long. Eyeballing it, some of the entries look promising. I haven't back tested this to get a better gauge on performance. Fetcher[ /* Vortex */ set{var,abs(high minus low 1 day ago)} set{var1,abs(low minus high 1 day ago)} set{var2,sum(var,14)} set{var3,sum(var1,14)} set{var4,average true range(1)} set{var5,sum(var4,14)} set{vi_up,var2/var5} set{vi_dn,var3/var5} draw vi_up draw vi_dn on plot vi_up set{diff,vi_up - vi_dn} draw diff set{hit_l,count(diff crossed above -0.5,1)} set{hit_s,count(diff crossed below 0.5,1)} set{hit,hit_l+hit_s} draw hit_l draw hit_s on plot hit_l show stocks where close above 1 and volume is above 100000 and hit equals 1 and do not draw hit add column separator add column vi_up add column vi_dn add column diff add column separator add column hit_l{long} add column hit_s{short} add column separator ]
trendscanner 265 posts msg #87880 - Ignore trendscanner	2/5/2010 8:12:02 PM Nice work! Gives me something to ponder this weekend. Thanks for the coding and posting.

StockFetcher Forums · General Discussion · Vortex

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