Rec fiveDaysSma = compoundValue(5, Average(close, 5), Double.NaN) ĭef LongTermTrendSlope = LinearRegressionSlope(price = fiveDaysSma, length = longTermLength) # 40ĭef MiddleTermTrendSlope = LinearRegressionSlope(price = fiveDaysSma, length = midTermLength) # 15ĭef ShortTermTrendSlope = LinearRegressionSlope(price = fiveDaysSma, length = shortTermLength) # 5 # check if the vloume has been decreasing in the past two days.ĭef isTwoDaysLowVol = (volume (wideSpreadFactor * avgSpread)) Rec sAvgVolume = compoundValue(volumeEMALength, Average(volume, volumeEMALength), Double.NaN) ĭef sAvgVolumeSTD = stdev(sAvgVolume, volumeEMALength) # Calculate Volume moving average and it's standard deviation Rec avgVolume = compoundValue(volumeEMALength, ExpAverage(volume, volumeEMALength), Double.NaN) # Original SJ_VSA_Reversals (found in thinkScript Lounge)
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