VPCI(交易量价格确认)指标显示价格和交易量之间的关系。
它有两个输入参数:
- Slow MA period - 慢速均线周期;
- Fast MA period - 快速均线周期。
计算:
VPCI = VPC * VPR * VM
其中:
VPC = VWMA(Slow MA period) - SMA(Slow MA period) VWMA = Sum(Close * Volume) SMA = Sum(Close) VPR = VWMA(Fast MA period) / SMA(Fast MA period) VM = (Sum(Volume, Fast MA period) * Slow MA period) / (Sum(Volume, Slow MA period) * Fast MA period)
由MetaQuotes Ltd译自俄语
原代码: https://www.mql5.com/ru/code/21682