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Here's what I came up with, verbose for clarity, not sure what it means as
an indicator:
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lookback = Param("Lookback", 20, 1, 100, 1);
bi = BarIndex();
up_day = close > Ref(c, -1); // or close > open;
bi_of_first_up_day_to_count = ValueWhen(up_day, bi, lookback);
bars_back_to_count_up = bi - bi_of_first_up_day_to_count + 1;
up_vol = Sum(v * up_day, bars_back_to_count_up);
down_day = close < Ref(close, -1); // or close < 0pen;
bi_of_first_down_day_to_count = ValueWhen(down_day, bi, lookback);
bars_back_to_count_down = bi - bi_of_first_down_day_to_count + 1;
down_vol = Sum(v * down_day, bars_back_to_count_down);
up_down_vol_diff = up_vol - down_vol;
filter = 1;
AddColumn(bi, "BarIndex", 1.0);
AddColumn(v, "Volume", 1.0);
//AddColumn(c, "Close");
AddColumn(up_day, "Up day", 1.0);
AddColumn(bi_of_first_up_day_to_count, "bi_of_first_up_day_to_count", 1.0);
AddColumn(bars_back_to_count_up, "bars_back_to_count_up", 1.0);
AddColumn(up_vol, "Up volume", 1.0);
AddColumn(down_day, "Down day", 1.0);
AddColumn(bi_of_first_down_day_to_count, "bi_of_first_down_day_to_count",
1.0);
AddColumn(bars_back_to_count_down, "bars_back_to_count_down", 1.0);
AddColumn(down_vol, "Down volume", 1.0);
AddColumn(up_down_vol_diff, "Volume diff", 1.0);
Plot(c, "Price", colorDefault, styleCandle);
Plot(up_down_vol_diff, "Volume diff", colorBlue,
styleHistogram+styleOwnScale);
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HTH,
Dave
> I want to sum the volume of the last 20 up days and compare it to
> the last 20 down days. This is not to be confused with summing
> the up days of the last 20 bars, Simple code such as plot(
> c>ref(c,-1)"",4,2); will plot just the up days and
> x=iif(c>ref(c,-1),v,0) can calculate the volume but how do I sum
> the last 20 bars where x>0 as opposed to summing the last 20 bars of X ?
>
> TIA
>
> Regards,
> Jayson
>
>
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