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Period = Param("SVAPO period", 8, 2, 20, 1 ); CutOff = Param("Min. % price change", 1, 0, 10, 0.1 ); devH = Param("Std. Dev High", 1.5, 0.1, 5, 0.1 ); devL = Param("Std. Dev Low", 1.3, 0.1, 5, 0.1 ); StDevPer = Param("Std. Dev. Period", 100, 1, 200, 1 ); // heikin-ashi smoothing Av4 = (O+H+L+C)/4; HaOpen = AMA( Ref( Av4, -1 ), 0.5 ); HaCl = ( Av4 + HaOpen + Max( Av4, Max( H, HaOpen ) ) + Min( Av4, Min( L, HaOpen ) ) ) / 4; HaC = TEMA( HaCl, period/1.6 ); // medium term MA of volume to limit extremes Vave = Ref( MA( C, period * 5 ), -1 ); // basic trend Vtr = TEMA( LinRegSlope( C, period ), period ); HaCLimitUp = Ref( HaC, -1 ) * (1 + Cutoff/1000); HaCLimitDn = Ref( HaC, -1 ) * (1 - Cutoff/1000); // SVAPO result of price only SVAPOSum = Sum( IIf( ( HaC > HaCLimitUp ) AND Hold( Vtr >= Ref( Vtr,-1 ), 2 ), C, IIf( ( HaC < HaCLimitDn ) AND Hold( Vtr > Ref( Vtr, -1 ), 2 ), -C, 0 ) ), period ); SVAPO = TEMA( SVAPOSum / (Vave+1), period ); PlotGrid( 0 ); Plot( SVAPO, "SVAPO", colorBlue, styleThick ); Plot( devH * StDev( SVAPO, StDevPer ), "Up", colorGreen ); Plot( -devL * StDev( SVAPO, StDevPer ), "Dn", colorRed );