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Very Perceptive Tomasz, Thank you for pointing that out.
Anthony
Tomasz Janeczko wrote:
> 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/
> >
> >
> >
>
>
>
>
> Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
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