Volatility Impulse (VI) trades - Page 4
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Thread: Volatility Impulse (VI) trades

  1. #31
    What happened to the thread? Closed!!! Why?? Did someone start a new one like this??

    Please share and guide

  2. #32
    Quote Originally Posted by ;
    It is based on the digital filter. It is the well-known band pass filter with the following parameters:
    p ass band cutoff frequency P=10; stop band frequency D8; stop band attenuation A=-40dB; pass band ripple R=0.08.
    Maybe just a bit late my query but I only read your thread by now... if you are using a band pass filter then you should have two more parameters, yet another pass band and stop band freq, and when not the exact same another stop band attenuation? ... or are you currently having a high pass filter?

  3. #33
    Here are results of backtesting in various pairs for last month.
    The stoploss level of this machine is SL=0.75 *Average((High-Low),25 pubs ) but takeprofit level is TP=two *SL.The colored number is empiric. The VVI indior is based on complied nonlinear calculations so that it can't be submitted here but we can use the modified PCCI indior with normalized values as proxy. Please see the attached code for TS.

    https://forexintuitive.com/attachmen...1647688190.txt

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