Click here to Login








Short Term Volume and Price Oscillator

by Brian Brown, 1669 days ago
Share |






The Short term Volume and Price Oscillator is a technical analysis indicator created by Sylvain Vervoort.
The indicator is detailed here:
http://stocata.org/ta_en/proprietary.html

The short-term volume and price oscillator (SVAPO) is based on price & volume and their relationship in bullish (up trending) and bearish (down trending) markets.

The idea is to:
- Add the volume to a variable when both price and volume are moving up.
- Subtract the volume when the price is moving down and volume is increasing (trend confirmed by increasing volume).
- Keep the variable value unchanged when the volume is decreasing (no matter the direction of the price).

Once the variable is calculated several techniques are applied to make the result smoother.
Sylvain Vervoort says that using traditional smoothing techniques like the simple moving average creates a delay that is unacceptable for a short-term indicator. Instead, he uses a combination of heikin-ashi prices and a short term TEMA (triple exponential moving average).
Function Description:
Name: SVAPO
It returns the short-term volume and price oscillator and plots upper and lower levels.

Parameters:
Period: SVAPO period
Cutoff: Minimum %o price change
DevH: Standard Deviation High
DevL: Standard Deviation Low
Stdevper: Standard Deviation Period

Trading Rule Example:
a = SVAPO(8, 1, 1.5, 1.3, 100);
rule1 = a > 1.5*stddev(a, 100);



Share This ->
Share |


You have to log in to bookmark this object
What is this?
Additional Information




Type: Trading Indicator

Object ID: 1154


Country:
All

Market: All

Style:
Technical Analysis

Reviews
You must log in first

Join now
and get instant access for free to the trading software, the Sharing server and the Social network website.
Click here


Related objects

Empty

Number of reviews
Click to add a review
Average rate
Click to rate this item
Number of times this object was downloaded
Number of rates the current object received
Report an object
if you can't run it for example or if it contains errors
Click to report this object

Technical Analysis


Fundamental Analysis



Random Blog Posts

Inverse Fisher Transform: Indicator, composite and trading system

Detect chart patterns using the auto support/resistance indicator

Getting Accurate Backtesting Results: Survivorship bias-free S&P 500

10 masks to create thousands of rules to use into your trading system

Trading System Analysis: Backtesting report and custom measures

How to predict and trade the stock market using pivot points

9 mistakes you should avoid when backtesting an end-of-day stock trading system

6 ways to download free intraday and tick data for the U.S. stock market

Show All

Number of reviews
Click to add a review
Average rate
Click to rate this item
Number of times this object was downloaded
Number of rates the current object received
Report an object
if you can't run it for example or if it contains errors
Click to report this object






QuantShare
Product
QuantShare
Features
Create an account
Affiliate Program
Support
Contact Us
Trading Forum
How-to Lessons
Manual
Company
About Us
Privacy
Terms of Use

Copyright 2017 QuantShare.com
Social Media
Follow us on Facebook
Twitter Follow us on Twitter
Google+
Follow us on Google+
RSS Trading Items



Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.