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SVAPO - Short-Term Volume And Price Oscillator by Sylvain Vervoort
Code for MetaStock for the SVAPO indicator is also provided by Sylvain Vervoort
in his article in this issue, "Short-Term Volume And Price Oscillator." Please see the article's sidebar, "SVAPO MetaStock code".

SVAPO - Short-Term Volume And Price Oscillator

{calculate the heikin-ashi closing average haCl and get the input variables}
haO:= (Ref((O+H+L+C)/4,-1) + PREV)/2;
haCl:= ((O+H+L+C)/4+haO+Max((O+H+L+C)/4,Max(H,haO))+Min((O+H+L+C)/4,Min(L,haO)))/4;
period:= Input("SVAPO period :", 2, 20, 8);
cutoff:= Input("Minimum % price change :", 0, 10, 1);

{Inputs for standard deviation bands}
devH:= Input("Standard Deviation High :", 0.1, 5, 1.5);
devL:= Input("Standard Deviation Low :", 0.1, 5, 1.3);
stdevper:= Input("Standard Deviation Period :", 1, 200, 100);

{Smooth HaCl closing price}
haC:= Tema(haCl, period/1.6);

{Medium term MA of Volume to limit extremes and division factor}
vave:= Ref(Mov(V, period*5, S), -1);
vmax:= vave*2;
vc:= If(V < vmax, V, vmax);

{Basic volume trend}
vtr:= Tema(LinRegSlope(V, period), period);

{SVAPO result of price and volume}
SVAPO:= Tema(Sum(If(haC > (Ref(haC, -1)*(1+cutoff/1000)) AND
Alert(vtr >= Ref(vtr, -1), 2), vc, If(haC < (Ref(haC, -1)*(1-cutoff/1000)) AND
Alert(vtr > Ref(vtr, -1), 2), -vc, 0)), period)/(vave+1), period);
devH*Stdev(SVAPO, stdevper);
-devL*Stdev(SVAPO, stdevper);

SVAPO - Short-Term Volume And Price Oscillator by Sylvain Vervoort


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