Vortex Indicator with cross over indications

[wramakrishna]

This is my first post. Added buy and Sell signals for Vortex indicator in Amibroker.

_SECTION_BEGIN("Vortex");
period = Param("Period" , 14, 2 );

VMP = Sum( abs( H - Ref( L, -1 ) ), period );
VMM = Sum( abs( L - Ref( H, -1 ) ), period );
STR = Sum( ATR( 1 ), period );
VIP = VMP / STR;
VIM = VMM / STR;

Plot( VIP, "VI"+period+ "+", colorBlue);
Plot( VIM, "VI"+period+ "-", colorRed );

//The system is defined as:
//- Go long when the VI (or Dmi) goes from less than zero to greater than
//zero.
//- Go short when the VI (or Dmi) goes from above zero to less than zero.
// - All trades are placed "next day market on open."
// That would translate to:

SetTradeDelays( 1,1,1,1); // everything delayed 1 day
Buy = VIP > 0 AND Ref(VIP,-1) < 0;
BuyPrice = Open;
Sell = VIP < 0 AND Ref(VIP,-1) > 0;
SellPrice = Open;
Short = Sell;
Cover = Buy;

Plot(VIP,"VIP",colorGreen,styleLine);

Buy = Cross(VIP,VIM);
Sell = Cross (VIM,VIP);
shape = Buy * shapeUpArrow + Sell * shapeDownArrow;
PlotShapes(shape,IIf(Buy, colorGreen, colorRed),0,Graph1,12,0);
GraphXSpace = 3;
_SECTION_END();