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Hello,
In that case Peter should use:
cumvol = LastValue( cum( volume ) ) - cum( volume );
Best regards,
Tomasz Janeczko
===============
AmiBroker - the comprehensive share manager.
http://www.amibroker.com
----- Original Message -----
From: "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, September 20, 2001 10:50 AM
Subject: [amibroker] Re: Float Analysis
> 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/
> > >
> > >
> > >
>
>
>
>
>
> Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
>
>
>
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