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Dear Tomasz,
I understood that Peter asks for the sum of volumes the last n days.
"backwards until the accumulated volume is greater than..."
cum(volume) gives accumulated volume from the first day.
Take a look at this.
Best Regards
Dimitris Tsokakis
--- In amibroker@xxxx, "Tomasz Janeczko" <amibroker@xxxx> wrote:
> Dear Peter,
>
> First - you can have a loops in AFL scripting
> (take a look at http://www.amibroker.com/docs/ab400.html)
>
> Second - you probably can do the whole thing without
> the need to use script ;-)
>
> Float = 30000000; // replace this with retrieving real float but
please remember that
> // this one is in 1's of shares (not 100's or
1000's)
>
> // Cum( Volume ) gives accumulated volume
> // Cum( Volume ) >= Float give "true" for all bars after cumulated
volume
> // is equal or greater to float
> // ExRem() removes "true" on every bar after the first bar when
above condition is met
>
> dayone = ExRem( Cum( Volume ) >= Float, 0 );
>
> graph0 = close;
>
> // Now we simply calculate the most recent values of HighestHigh
and LowestLow from dayone
>
> hh = LastValue( HighestSince( dayone, high ) );
> ll = LastValue( LowestSince( dayone, low ) );
>
> graph1 = hh;
> graph2 = ll;
> graph1style = graph2style = 1;
>
> Third: Ref() is fast. It was mentioned that Foreign() isn't that
fast.
>
> Best regards,
> Tomasz Janeczko
> ===============
> AmiBroker - the comprehensive share manager.
> http://www.amibroker.com
>
>
> ----- Original Message -----
> From: "Peter Gialames" <investor@xxxx>
> To: <amibroker@xxxx>
> Sent: Wednesday, September 19, 2001 9:28 PM
> Subject: [amibroker] Float Analysis
>
>
> > Hello Tomasz,
> >
> > I am trying to code a volume analysis function similar to Steve
Woods idea.
> > This is a "backward cumulative count of the volume ... studied in
relation
> > to a stock's floating supply of shares."
> >
> > Now float is a variable found in Quotes Plus that is easily
accessible via
> >
> > <%
> > CInfo = new ActiveXObject("QuotesPlus.CompanyInfo");
> > CInfo.Symbol = AFL("ticker");
> > try
> > {
> > AFL("Float") = Number( CInfo.Float() );
> > }
> > catch( e )
> > {
> > AFL("Float") = 0;
> > }
> > %> //->Thanks Steve Wiser
> >
> > Now that we have the Float we need to accumulate volume, on a day
to day
> > basis, backwards until the accumulated volume is greater than the
float
> > (volume turnover). This is our starting date.
> >
> > From this date we need to find the highest high and the lowest
low over this
> > period of time and draw channel lines (horizontal line over
highest high and
> > horizontal line over lowest low).
> >
> > Now where I am stuck is on how to accumulate the volume
backwards. AFAIK
> > the only way to do this is (excuse my VB syntax):
> >
> > i=1
> > do while accumVol <> float
> > accumVol=ref(vol,-i)
> > if ref(high,-i)>highestHIGH then
> > highestHIGH=ref(high,-i)
> > endif
> > if ref(low,-i)<lowestLOW then
> > lowestLOW=ref(low,-i)
> > endif
> > i=i+1
> > loop
> >
> > But AFL does not support looping, right? If there is another way
of
> > achieving this calculation, please let me know.
> >
> > Also, I have read about the ref() function not being that
efficient. Is
> > there an easier way to reference other values in the array (close
(-1),
> > volume(-2), high(-i))?
> >
> > Thanks in advance,
> > Peter Gialames
> >
> >
> >
> >
> >
> > Your use of Yahoo! Groups is subject to
http://docs.yahoo.com/info/terms/
> >
> >
> >
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