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F=V/MA(V,30);
F1=F>2 AND StochD()<50;
F2=F>1.5 AND StochD()<50 AND RSI()<50;
AddColumn(F,"F");
AddToComposite(F1,"~VOL2","V");
AddToComposite(F2,"~VOL1.5","V");
AddToComposite(1,"~COUNT","V");
Buy=0;
and then paste in ind. builder the
VUP20=100*Foreign("~VOL2","V")/Foreign("~COUNT","V");
VUP15=100*Foreign("~VOL1.5","V")/Foreign("~COUNT","V");
Plot(VUP20,"VUP 2.0",1,8+4);Plot(VUP15,"VUP 1.5",9,2);
Some interesting readings will reveal the profile of the last 2 days.
Run in AA, ^NDX as a current stock, from Aug1, 2001 till Oct11, 2002 the
VUP20=100*Foreign("~VOL2","V")/Foreign("~COUNT","V");
VUP15=100*Foreign("~VOL1.5","V")/Foreign("~COUNT","V");
Filter=VUP15>17;
AddColumn(VUP15,"VUP 1.5",1.0);
AddColumn(VUP20,"VUP 2.0",1.0);
Buy=Filter;
and double click on the results list.
It is obvious what happened in Sept 2001 low and if there is any slight relation
with the recent reaction.
We always need a relative measure of our declarations, we are lucky to use Amibroker,
I am not sure about Mr R. D. and his "strategic" software.
I will continue with other "momentum" indicators.
Dimitris Tsokakis
PS. Although I am still devoted to Breath Indicators part I [non-volume indicators], I am excused to make this exception.
These experimental "~VUP 1.5" and "~VUP 2.0" look nice.
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<DIV><FONT size=2>I read this morning<BR>"volume figures were well above the
20-day averages for [both the] NYSE and Nasdaq," <BR>said R. D., technical
strategist and, after a few lines <BR>"most momentum indicators were at levels
equivalent to those reached <BR>at market bottoms in September 1998, September
2001 and July 2002 <BR>just before Thursday's advance. ".</FONT></DIV>
<DIV><FONT size=2>Interesting comments with no more evidence, similar to some
hundreds you will read this week-end.<BR>Let us consider the ratio
<BR>F=V/MA(V,30);<BR>and play with some expressive composite tickers.<BR>I will
count <BR>1. how many stocks have F>2 AND StochD()<50;<BR>2. how many
stocks have F>1.5 AND StochD()<50 AND RSI()<50; <BR>For this
search, Amibroker functionality may give quick and interesting replies.<BR>Run
for all N100 stocks, all quotations the</FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=2>F=V/MA(V,30);<BR>F1=F>2 AND StochD()<50;<BR>F2=F>1.5
AND StochD()<50 AND
RSI()<50;<BR>AddColumn(F,"F");<BR>AddToComposite(F1,"~VOL2","V");<BR>AddToComposite(F2,"~VOL1.5","V");<BR>AddToComposite(1,"~COUNT","V");<BR>Buy=0;</FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=2>and then paste in ind. builder the</FONT></DIV>
<DIV> </DIV>
<DIV><FONT
size=2>VUP20=100*Foreign("~VOL2","V")/Foreign("~COUNT","V");<BR>VUP15=100*Foreign("~VOL1.5","V")/Foreign("~COUNT","V");<BR>Plot(VUP20,"VUP
2.0",1,8+4);Plot(VUP15,"VUP 1.5",9,2);</FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=2>Some interesting readings will reveal the profile of the last
2 days.<BR>Run in AA, ^NDX as a current stock, from Aug1, 2001 till Oct11, 2002
the</FONT></DIV>
<DIV> </DIV>
<DIV><FONT
size=2>VUP20=100*Foreign("~VOL2","V")/Foreign("~COUNT","V");<BR>VUP15=100*Foreign("~VOL1.5","V")/Foreign("~COUNT","V");<BR>Filter=VUP15>17;<BR>AddColumn(VUP15,"VUP
1.5",1.0);<BR>AddColumn(VUP20,"VUP 2.0",1.0);<BR>Buy=Filter;</FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=2>and double click on the results list.<BR>It is obvious what
happened in Sept 2001 low and if there is any slight relation<BR>with the recent
reaction.<BR>We always need a relative measure of our declarations, we are lucky
to use Amibroker,<BR>I am not sure about Mr R. D. and his "strategic"
software.</FONT></DIV>
<DIV><FONT size=2>I will continue with other "momentum" indicators.<BR>Dimitris
Tsokakis</FONT></DIV>
<DIV><FONT size=2>PS. Although I am still devoted to Breath Indicators part
I [non-volume indicators], I am excused to make this exception.</FONT></DIV>
<DIV><FONT size=2>These experimental "~VUP 1.5" and "~VUP 2.0" look
nice.<BR> <BR> </FONT></DIV></BODY></HTML>
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