/********************************* Provided By: Interactive Data Corporation (Copyright B?? 2015) All rights reserved. This sample eSignal Formula Script (EFS) is for educational purposes only. Interactive Data Corporation reserves the right to modify and overwrite this EFS file with each new release. Description: The Slow Volume Strength Index by Vitali Apirine Formula Parameters: Default: Length EMA 6 Length Average Differences 14 Upper Bound 80 Lower Bound 20 Version: 1.00 06/05/2015 Notes: The related article is copyrighted material. If you are not a subscriber of Stocks & Commodities, please visit www.traders.com. **********************************/ var fpArray = new Array(); function preMain(){ setStudyTitle("SVSI"); setCursorLabelName("Upper Bound", 0); setCursorLabelName("Lower Bound", 1); setCursorLabelName("Center Line", 2); setCursorLabelName("SVSI", 3); setDefaultBarFgColor(Color.grey, 0); setDefaultBarFgColor(Color.grey, 1); setDefaultBarFgColor(Color.grey, 2); setShowCursorLabel(false, 0); setShowCursorLabel(false, 1); setShowCursorLabel(false, 2); setShowCursorLabel(true, 3); setDefaultBarStyle(PS_SOLID, 0); setDefaultBarStyle(PS_SOLID, 1); setDefaultBarStyle(PS_DASHDOT, 2); setDefaultBarStyle(PS_SOLID, 3); var x = 0; fpArray[x] = new FunctionParameter("fpLengthEMA", FunctionParameter.NUMBER); with(fpArray[x++]){ setName("Length EMA"); setLowerLimit(1); setDefault(6); }; fpArray[x] = new FunctionParameter("fpLengthAvgDiff", FunctionParameter.NUMBER); with(fpArray[x++]){ setName("Length Average Differences"); setLowerLimit(1); setDefault(14); }; fpArray[x] = new FunctionParameter("fpSRSIHighBorder", FunctionParameter.NUMBER); with(fpArray[x++]){ setName("Upper Bound"); setLowerLimit(0); setUpperLimit(100); setDefault(80); }; fpArray[x] = new FunctionParameter("fpSRSILowBorder", FunctionParameter.NUMBER); with(fpArray[x++]){ setName("Lower Bound"); setLowerLimit(0); setUpperLimit(100); setDefault(20); }; } var bInit = false; var bVersion = null; var xDifferences = null; var xPositiveDiff = null; var xNegativeDiff = null; var xPositiveDiffAvg = null; var xNegativeDiffAvg = null; function main(fpLengthEMA, fpLengthAvgDiff, fpSRSIHighBorder, fpSRSILowBorder){ if (bVersion == null) bVersion = verify(); if (bVersion == false) return; if (!bInit){ xDifferences = efsInternal('Calc_Differences', fpLengthEMA); xPositiveDiff = getSeries(xDifferences, 0); xNegativeDiff = getSeries(xDifferences, 1); xPositiveDiffAvg = smma(fpLengthAvgDiff, xPositiveDiff); xNegativeDiffAvg = smma(fpLengthAvgDiff, xNegativeDiff); bInit = true; }; var nPositiveDiffAvg = xPositiveDiffAvg.getValue(0); var nNegativeDiffAvg = xNegativeDiffAvg.getValue(0); if (nPositiveDiffAvg == null || nNegativeDiffAvg == null) return; var nSVSI = (nNegativeDiffAvg == 0) ? 100 : 100 - (100 / (1 + (nPositiveDiffAvg / nNegativeDiffAvg))); return [fpSRSIHighBorder, fpSRSILowBorder, 50, nSVSI]; } var xClose = null; var xEMA = null; var xVol = null; function Calc_Differences(nLength){ if (getBarState() == BARSTATE_ALLBARS){ xClose = close(); xEMA = ema(nLength); xVol = volume(); } var nClose = xClose.getValue(0); var nEMA = xEMA.getValue(0); var nVol = xVol.getValue(0); if (nClose == null || nEMA == null || nVol == null) return; var nPositiveDiff = nClose > nEMA ? nVol : 0; var nNegativeDiff = nClose < nEMA ? nVol : 0; return [nPositiveDiff, nNegativeDiff]; } function verify(){ var b = false; if (getBuildNumber() < 3742){ drawTextAbsolute(5, 35, "This study requires version 12.1 or later.", Color.white, Color.blue, Text.RELATIVETOBOTTOM|Text.RELATIVETOLEFT|Text.BOLD|Text.LEFT, null, 13, "error"); drawTextAbsolute(5, 20, "Click HERE to upgrade.@URL=http://www.esignal.com/download/default.asp", Color.white, Color.blue, Text.RELATIVETOBOTTOM|Text.RELATIVETOLEFT|Text.BOLD|Text.LEFT, null, 13, "upgrade"); return b; } else b = true; return b; } |
