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Re: Re: Re: [amibroker] Re: Advance Decline Line Problem ? Attachments.



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Hi,

No, manual gives the following formula for ADLine:

Difference = ( AdvIssues() - DecIssues() )/ ( UncIssues() + 1 );
DiffSqrt = IIF( Difference > 0, sqrt( Difference ), - sqrt( - Difference ) );
ADLine = Cum( DiffSqrt );

There is a Cum() function used and it calculates running sum
of all DiffSqrt values since the beginning of the history.

Best regards,
Tomasz Janeczko
===============
AmiBroker - the comprehensive share manager.
http://www.amibroker.com


----- Original Message -----
From: "gmulhall@xxxx" <gmulhall@xxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, May 09, 2001 1:07 AM
Subject: RE: Re: Re: [amibroker] Re: Advance Decline Line Problem ? Attachments.


> Tomasz,
>
> Thanks as always for your reply.
>
> Can you just clarify for me please where the number of quotes for a stock comes into the adline() formulae.
>
> >From the manual
>
> adline = (Sum (advances) - Sum(declines))/(Sum(unchanged) + 1)
>
> I'm assuming the sum is across all quotes in the database.
>
> I can't see where the number of quotes for a stock comes into this ?
>
> or anywhere in the afl I sent you on this.
>
> Is the sum just across the quotes for the stock being displayed not all quotes in the database ?
>
> I think that would explain it.
>
> Regards,
>
> Geoff
>
>
>
> Original Message:
> -----------------
> From: Tomasz Janeczko tjaneczk@xxxx
> Date: Tue, 8 May 2001 19:38:57 +0200
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: Re: Re: [amibroker] Re: Advance Decline Line Problem ? Attachments.
>
>
> <html><body>
> <tt>
> Hi,<BR>
> <BR>
> > What can I multiply the result buy to re-scale back to get the sameresult for each stock please ?<BR>
> If all your stocks had the same history length there wouldn't be a problem.<BR>
> Unfortunatelly, because all have different lengths there is no constant that you<BR>
> can add that will fit all.<BR>
> <BR>
> Best regards,<BR>
> Tomasz Janeczko<BR>
> ===============<BR>
> AmiBroker - the comprehensive share manager.<BR>
> http://www.amibroker.com<BR>
> <BR>
> > Subject: [amibroker] Re: Advance Decline Line Problem ? Attachments.<BR>
> > <BR>
> > <BR>
> > > Oops - now with attachments<BR>
> > > <BR>
> > > ----- Original Message -----<BR>
> > > From: "Geoff Mulhall" <gmulhall@xxxx><BR>
> > > To: <amibroker@xxxxxxxxxxxxxxx><BR>
> > > Sent: Sunday, May 06, 2001 12:44 PM<BR>
> > > Subject: Advance Decline Line Problem ?<BR>
> > > <BR>
> > > <BR>
> > > > Tomasz,<BR>
> > > ><BR>
> > > > Is this a bug perhaps ?<BR>
> > > ><BR>
> > > > Please see the two screen shots. Please note the scale on the right for<BR>
> > > each<BR>
> > > > of the two advance decline lines. They are different and I'm expecting<BR>
> > > them<BR>
> > > > to be the same.<BR>
> > > ><BR>
> > > > I've calculated adline() over all stocks the stocks in the all ordinaries<BR>
> > > > using<BR>
> > > > Ami's Stock-->Calculate composites with the options as per the third<BR>
> > > > screen shot.<BR>
> > > ><BR>
> > > > Why are the scales different please ?<BR>
> > > ><BR>
> > > > Below is the afl I'm using and I have Scaling set to automatic and<BR>
> > > Gridlines<BR>
> > > > set to Limits and Middle.<BR>
> > > ><BR>
> > > > I'm looking to have a screen where I can see the divergence or convergence<BR>
> > > > between the index (XAO) and its advance decline line as per Stan<BR>
> > > Weinstein.<BR>
> > > ><BR>
> > > > Thanks,<BR>
> > > ><BR>
> > > > Geoff<BR>
> > > ><BR>
> > > > /* XAO Advance Decline Line - Amibroker Formulae */<BR>
> > > ><BR>
> > > > title = "All Ordinaries Advance Decline Line";<BR>
> > > ><BR>
> > > > graph0 = ma(adline(),10);<BR>
> > > > graph0style = 1;<BR>
> > > > graph0color = 9;<BR>
> > > ><BR>
> > > > graph1 = ma( graph0 ,150);<BR>
> > > > graph1style = 1;<BR>
> > > > graph1color = 7;<BR>
> > > ><BR>
> > > > graphxspace = 10;<BR>
> > > ><BR>
> > > > /* XAO close with 30 week MA */<BR>
> > > ><BR>
> > > > title = "All Ordinaries with 150 period MA ";<BR>
> > > ><BR>
> > > > graph0 = ma(foreign( "XAO", "Close" ),10) ;<BR>
> > > > graph1style = 1;<BR>
> > > > graph0color = 9;<BR>
> > > ><BR>
> > > > graph1 = ma(graph0,150);<BR>
> > > ><BR>
> > > > graphxspace = 10;<BR>
> > > ><BR>
> > > > graph1style = 1;<BR>
> > > > graph1color = 7;<BR>
> > > ><BR>
> > > ><BR>
> > > ><BR>
> > > ><BR>
> > > ><BR>
> > > <BR>
> > > <BR>
> > > <BR>
> > > Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/ <BR>
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