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I have found the following formula a close approximation to TSV. It
passes my "eyeball" test. I am not the author of the formula and can
not explain why it does such a fairly good job of approximating the TSV
of TC2k. I know of no equivalent approximate formula for MoneyStream.
Ken
T = 18; // For a TSV with 18 day period
TMA = 9; // For MA of TSV
Alpha = 2/(T+1);
TSVd= ( C-Ref(C,-1)) / ( H-L )*V;
/* The following calculates Exponential Average for TSV */
TSV_exp = 100*(AMA(TSVd,Alpha) * T/10000000);
TSV_ref= Sum((( C-Ref(C,-1)) / ( H-L ))*V, T ); //for reference
/* The following is simple TSV */
TSV = MA(TSVd,T) * T/10000000;
TSV_MA = MA(TSV_exp,TMA);
//Plot(TSV,"TSV",4,4 + 2);
//Plot(TSV,"TSV"+ WriteVal(T,1.0),5,4);
Plot(TSV_MA,"MA",4,4);
Plot(TSV_Exp,"TSV(exp)",colorYellow,4);
Plot(0,"",7,1);
-----Original Message-----
From: the_chairmann [mailto:jhart_1972@xxxxxxxxx]
Sent: Monday, June 23, 2003 9:04 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Worden Formulas
Does anyone know the formulas to Worden's Time Segmented Volume and
Moneystream? I've always found them to be pretty interesting but
now that I've switched away from TC2000 I no longer have access to
them.
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