Syntax
Public function Keltner(ByVal Data As DataBase , ByVal OHLCV As Recordset , ByVal Period As Integer, ByVal Factor As Double) As RecordSet
Overview
The Keltner Channels are volatility-based envelopes set above and below an exponential moving average.
Class: Bands
Parameters
Sample
Public Sub main()
'Variables
Dim _symbolInfo As VTLGeneral.CSymbol=ClientCode.GetSymbolByName("GOLD")
Dim DB As New VTLGeneral.Database()
Dim rsOHLCV As New VTLGeneral.RecordSet()
Dim RecordCount As Integer
Dim m_Recordset As VTLGeneral.RecordSet
Dim _historyData As object()
Dim output As String
Dim Record As Integer
Dim m_Date As VTLGeneral.Field
Dim m_Open As VTLGeneral.Field
Dim m_High As VTLGeneral.Field
Dim m_Low As VTLGeneral.Field
Dim m_Close As VTLGeneral.Field
Dim j As Integer = 0
Dim i As Integer = 0
Dim _recordCount As Integer =ClientCode.Bars(_symbolInfo.ID,VTLGeneral.ENUM_PERIOD.Day)
m_Recordset = DB.CreateRecord
m_Open = New VTLGeneral.Field
m_High = New VTLGeneral.Field
m_Low = New VTLGeneral.Field
m_Close = New VTLGeneral.Field
DB.RecordCount = _recordCount
RecordCount = _recordCount
'Initialize Recordsets
m_Open.initialize(_recordCount -1 , "Open")
m_High.initialize(_recordCount-1, "High")
m_Low.initialize(_recordCount-1, "Low")
m_Close.initialize(_recordCount-1, "Close")
'load high, low ,open and data
_historyData = ClientCode.GetChartHistory(_symbolInfo.ID, VTLGeneral.ENUM_PERIOD.Day,VTLGeneral.ENUM_HISTORY_TYPE.HIS_HIGH, _recordCount)
For i = 0 To _recordCount-1
m_High.setValue(i,_historyData(i))
Next
_historyData = ClientCode.GetChartHistory(_symbolInfo.ID, VTLGeneral.ENUM_PERIOD.Day,VTLGeneral.ENUM_HISTORY_TYPE.HIS_LOW, _recordCount)
For i = 0 To _recordCount-1
m_Low.setValue(i,_historyData(i))
Next
_historyData = ClientCode.GetChartHistory(_symbolInfo.ID, VTLGeneral.ENUM_PERIOD.Day,VTLGeneral.ENUM_HISTORY_TYPE.HIS_OPEN, _recordCount)
For i = 0 To _recordCount-1
m_Open.setValue(i,_historyData(i))
Next
_historyData = ClientCode.GetChartHistory(_symbolInfo.ID, VTLGeneral.ENUM_PERIOD.Day,VTLGeneral.ENUM_HISTORY_TYPE.HIS_CLOSE, _recordCount)
For i = 0 To _recordCount-1
m_Close.setValue(i,_historyData(i))
Next
m_Recordset.addField(m_Open)
m_Recordset.addField(m_High)
m_Recordset.addField(m_Low)
m_Recordset.addField(m_Close)
'Keltner
Dim _indRecord As New VTLGeneral.RecordSet()
Dim bnd As New VTLGeneral.Bands()
_indRecord = bnd.Keltner(DB,m_Recordset,14,5)
For i = 0 To DB.getRecordCount-1
output = output & CSTR(_indRecord.getValue((_indRecord.getName(1),i)) & vbcrlf
Next
GUI.MsgDialog(output)
End Sub
See Also
Back to VTL Server Script Index
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