## VPA Rank

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Moderator: Chris White

henry1224
Posts: 457
Joined: Wed Feb 24, 2016 12:04 pm

### VPA Rank

I was going through the HGSI VPA PDF and decided to code the VPA signal into Edgerater.

here is what I came up with, but I don't seem to find any trading value in it. Your comments and opinions would be helpful

Under the parameters tab

RA1 Double 3 0 100
RA2 Double 10 0 200

Under the scripts tab here is the code

VA:=SMA(V,90);
SDVA:=STD(VA,90);
VCon1:=if(V>(2*VA),5,0);
VCon2:=If(VCon1 == 0 & V>(1.3*VA),4,0);
VCon3:=If(VCon1 ==0 & VCon2 ==0 & V> VA,3,0);
VCon4:=If(VCon1 ==0 & VCon2 == 0 & VCon3 ==0 & V<VA & V>(VA*.7),2,0);
VCon5:=If(VCon1==0 & VCon2 ==0 & VCon3 ==0 & VCon4 ==0 & V< (VA-SDVA),1,0);
VT:=(VCon1+VCon2+VCon3+VCon4+VCon5);

SPRD:=H-L;
SA:=SMA(SPRD,90);
SCon1:=if(SPRD>(1.5*SA),5,0);
SCon2:=If(SCon1 == 0 & SPRD>SA,4,0);
SCon3:=If(SCon1 ==0 & SCon2 ==0 & SPRD < SA & SPRD >(SA*.7),3,0);
SCon4:=If(SCon1 ==0 & SCon2 == 0 & VCon3 ==0 & SPRD>(SA*.5) & SPRD<(SA*.7),2,0);
SCon5:=If(SCon1==0 & SCon2 ==0 & SCon3 ==0 & SCon4 ==0 & SPRD< (SA*.5),1,0);
ST:=(SCon1+SCon2+SCon3+SCon4+SCon5);

CCon1:=If(C>(SPRD*.75)+L,4,0);
CCon2:=If(CCon1 ==0 & C>(SPRD*.7)+L,3,0);
CCon3:=If(CCon1 ==0 & CCon2 ==0 & C>(SPRD*.3)+L & C<(SPRD*.7)+L,2,0);
CCon4:=If(CCon1 ==0 & CCon2 ==0 & CCon3==0 & C<(SPRD*.3)+L,1,0);
CT:=(CCon1+CCon2+CCon3+CCon4);
RNK:(VT*ST*CT),Width2,ColorBlue;
RNKA:SMA(RNK,RA1),Width2,ColorGreen;
RNKA2:SMA(RNK,RA2),Width2,ColorRed;
FillRgn(RNKA>RNKA2,RNKA,RNKA2),Brush#5000FF00;
FillRgn(RNKA<RNKA2,RNKA,RNKA2),Brush#50FF0000;