The VPCI finds the relation between price and volume.
Formulas:
VPCI = VPC*VPR*VM, where
VPC = VWMA(Slow_period)-SMA(Slow_period),
VWMA = Sum(Price_close*Volume),
SMA = Sum(Price_close),
VPR = VWMA(Fast_period)/SMA(Fast_period),
VM = (Sum(Volume,Fast_period)*Slow_period)/(Sum(Volume,Slow_period)*Fast_period).
Download:
Based on Lua/TS2 version.
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