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Hello,
1. Not everyday you get 50% spike.
2. The formula given here
> > Xv=V > 1.5*(MA(V,50));
> > Filter=Xv > 0;
> > AddColumn(xv,"");
in fact detects spikes higher than +50%. Why? Because MA includes today's bar (the one with the spike).
So a slightly better version is:
YesterdayMA = Ref( MA( V, 50 ), -1 );
Filter= V > 1.5 * YesterdayMA;
AddColumn(Volume,"Volume");
AddColumn(YesterdayMA,"YesterdayMA");
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "brian_35m" <cadvantag@xxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, June 20, 2002 3:54 AM
Subject: [amibroker] Re: Volume Spikes-Anthony
> Anthony,
> I am having a problem now with this scan- it use to work great now I
> cant get it to work- only thing new is that I have upgraded to
> version 4.06.1- could that be causing a problem? This is very weird-
> one day it works great the next day nothing.
>
> Thanks in Advance,
> Brian--- In amibroker@xxxx, Anthony Faragasso <ajf1111@xxxx> wrote:
> > Hello Brian;
> >
> > Try this, will show tickers whose volume Today is greater than
> the 50
> > period average of volume + 50%.
> >
> > Load into AA, click explore.
> > Xv=V > 1.5*(MA(V,50));
> > Filter=Xv > 0;
> > AddColumn(xv,"");
> >
> > Hope this helps
> > Anthony
> >
> > Brian Elijah wrote:
> >
> > > I have tried to find stocks with a spike in volume but this
> formula
> > > doesn't work- not sure where I went wrong. Xv = 1.5 * (MA(Volume,
> > > 50));
> > >
> > > Brian
> > >
> > >
> > > Your use of Yahoo! Groups is subject to the Yahoo! Terms of
> Service.
>
>
>
>
>
> Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
>
>
>
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