'********************************************************************** '* VFI Moving Average Crossover (VFIMA) '* by Jeremy Williams '* February 20,2006 '* '* Adapted from Technical Analysis of Stocks and Commodities '* June 2004 and July 2004 '* '* Summary: '* '* This system uses a Volume Flow Indicator (VFI) Moving '* Average crossover to generate long signals. It requires the VFI indicator. '* For more information see "Using Money Flow to Stay with the Trend", '* and "Volume Flow Indicator Performance" in the June 2004 and '* July 2004 editions of Technical Analysis of Stocks and '* Commodities. '* '* Parameters: '* '* Period= Specifies the number of Periods used for VFI calculation '* '* Coef = Specifies the fixed scaling factor for the VFI calculation '* '* VolCoef= Specifies the cutoff for maximum volume in the VFI calculation '* '* ShortSmoothing= Specifies the number of periods used in the short moving average '* '* LongSmoothing=Specifies the number of periods used in the long moving average '* '******************************************************************** #System #Param "Period",130 #Param "Coef", .2 #Param "VolCoef",2.5 #Param "SD_period",30 #Param "ShortSmoothing",3 #param "LongSmoothing",14 Dim ShortVFI As Single Dim LongVFI As Single ShortVFI = VFI(Period,Coef,VolCoef,SD_Period,ShortSmoothing) LongVFI = VFI(Period,Coef,VolCoef,SD_Period,LongSmoothing) If ShortVFI > LongVFI then ' If the short moving average Signal = LongSignal ' crosses the long moving average End if ' generate long signal