WİLLİAMS VİX FİX İNDİKATÖRÜNÜN ,
KIVANÇ ÖZBİLGİÇ TARAFINDAN MATRİKSE UYARLANMASIDIR,
HİSTOGRAM ŞEKLİNDE GRAFİKLERİNİZİN ALT KISMINA ATABİLİRSİNİZ
FORMÜLÜ
pd := input("LookBack Period Standard Deviation High",1,500,22);
bbl := input("Bolinger Band Length",1,500,20);
mult := input("Bollinger Band Standard Devaition",0,5,2);
lb := input("Look Back Period Percentile High",1,500,50);
ph := input("Highest Percentile - 0.90=90%, 0.95=95%, 0.99=99%",0,10,.85);
pl := input("Lowest Percentile - 1.10=90%, 1.05=95%, 1.01=99%",0,10,1.01);
wvf := ((hhv(c, pd)-l)/(hhv(c, pd)))*100;
rangeHigh := (hhv(wvf, lb)) * ph;
rangeLow := (llv(wvf, lb)) * pl;
kvf:=if(WVF>=RangeHigh or wvf>=bbandtop(wvf,bbl,s,mult), wvf,0);
wvf2:=if(WVF>=RangeHigh or wvf>=bbandtop(wvf,bbl,s,mult), 0,wvf);
kvf;
wvf2
ŞEKLİNDEDİR
TARAMA YAPABİLMEK İÇİN AŞAĞIDAKİ FORMÜLLER KULLANILABİLİR
Son bar Yeşil Explorer Tarama Formülü:
pd := 22;
bbl := 20;
mult := 2;
lb := 50;
ph := 0.85;
pl := 1.01;
wvf := ((hhv(c, pd)-l)/(hhv(c, pd)))*100;
rangeHigh := (hhv(wvf, lb)) * ph;
rangeLow := (llv(wvf, lb)) * pl;
kvf:=if(WVF>=RangeHigh or wvf>=bbandtop(wvf,bbl,s,mult), wvf,0);
kvf>0
Son bar griden Yeşile dönen Explorer Tarama Formülü:
pd := 22;
bbl := 20;
mult := 2;
lb := 50;
ph := 0.85;
pl := 1.01;
wvf := ((hhv(c, pd)-l)/(hhv(c, pd)))*100;
rangeHigh := (hhv(wvf, lb)) * ph;
rangeLow := (llv(wvf, lb)) * pl;
kvf:=if(WVF>=RangeHigh or wvf>=bbandtop(wvf,bbl,s,mult), wvf,0);
kvf>0 and ref(kvf,-1)=0
Son N adet bar Yeşil Explorer Tarama Formülü: (N değeri rastgele 3 olarak belirlenmiştir)
N:=3;
pd := 22;
bbl := 20;
mult := 2;
lb := 50;
ph := 0.85;
pl := 1.01;
wvf := ((hhv(c, pd)-l)/(hhv(c, pd)))*100;
rangeHigh := (hhv(wvf, lb)) * ph;
rangeLow := (llv(wvf, lb)) * pl;
kvf:=if(WVF>=RangeHigh or wvf>=bbandtop(wvf,bbl,s,mult), wvf,0);
sum(kvf>0,N+1)=-N and sum(kvf>0,N)=-N