RE: [amibroker] baby and bathwater: Canon?

["Ken Close" <closeks@xxxxxxxx>]

Sorry.  Did not see this message
before I repeated the code.

 

Ken

 

-----Original Message-----
From: Gary A. Serkhoshian
[mailto:serkhoshian777@xxxxxxxxx] 
Sent: Wednesday, November 19, 2003
12:06 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] baby and
bathwater: Canon?

 



Dave,





 





You got it.  Leave it to the smart folks on this board to figure
out how to translate anything into AFL.  Really incredible from where I
stand.





 





Regards,





Gary





 





CODE BELOW:





T = <font
color=fuchsia>18; <span
>// For a TSV with 18 day period

TMA = <font
color=fuchsia>9; <span
>// For MA of TSV

Alpha = <font
color=fuchsia>2/(T+<font
color=fuchsia>1);

TSVd= ( (
C-<span
>Ref(C,-<font
color=fuchsia>1)) / ( <span
>H-L
) ) * V;

// The following calculates Exponential Average for TSV

TSV_exp =
100*(<font
color=blue>AMA(TSVd,Alpha) * T/<font
color=fuchsia>10000000);

TSV_ref=
( Sum((( <span
>C-Ref(<span
>C,-<span
>1)) / ( H-<span
>L ))*V,
T ) ) / 1000000; <font
color=green>//for reference

// The following is simple TSV

TSV = <font
color=blue>MA(TSVd,T) * T/<font
color=fuchsia>10000000;

TSV_MA = <font
color=blue>MA(TSV_exp,TMA);

Plot(TSV_Exp,<font
color=fuchsia>"TSV ",<span
>colorYellow,styleLine+styleThick);

Plot(TSV_MA,<font
color=fuchsia>"TSV Smooth ",<span
>colorBlack,styleLine);

Plot(TSV_ref,<font
color=fuchsia>"TSV Raw ",<span
>colorLightGrey,styleArea+styleLeftAxisScale);






Dave Merrill
<dmerrill@xxxxxxx> wrote:







<span
>Gary, not to
hijack this thread, but could you post your TSV AFL? I've been looking for
something like that, but never saw an explanation of how it was built
internally.





 





<span
>thanks,





 





<span
>dave





 







I've been trying to get my arms around volume using StdDev bands, MAs,
etc., but have found stuff like the afl version of the TSV pretty good if
volume divergence is your thing.





 





Kind Regards,





Gary







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