|
PureBytes Links
Trading Reference Links
|
Thanks to all who provided interesting and creative approaches to my
question. My goal was to look at the last 20 up days and compare the volume
to the last 20 down days. William Peters got me started with a for loop (I
really have to learn better to use these!!) and others provided variations.
and I came up with the following......
pds=Param("PDS",20,6,22,1);
smooth=Param("Smooth",12,1,50,1);
trig=Param("Trigger",10,1,25,1);
x = 0;
for( i = 1; i < pds; i++ )
{
x = x + ValueWhen( C > Ref( C, -1 ), Volume, i );
}
y = 0;
for( i = 1; i < pds; i++ )
{
y = y + ValueWhen( C < Ref( C, -1 ), Volume, i );
}
vp=EMA(x-y,smooth);
trigger=MA(vp,trig);
Plot(vp,"",IIf(x-y>0,colorBrightGreen,colorRed),1);
Plot(trigger,"",colorYellow,1);
Title="A/D Volume of "+Name()+ " is "+
WriteIf(x-y>0,EncodeColor(colorBrightGreen)+ "
Positive",EncodeColor(colorRed)+" Is Negative")+EncodeColor(colorWhite)+"\n
Bar % of all Vol Average = "+WriteVal(V/MA(V,50)*100,1.0) +"%";
Buy=Cross(Vp,trigger);
Sell=Cross(trigger,Vp);Equity(1);
I am still experimenting with look back parameters and perhaps some
smoothing. The MA cross may be important or perhaps a zero cross is more to
the point. It will take some study. In any case this looks like an
interesting way to gauge money flow into and out of a stock. If there is
more interest (volume) on up days then perhaps the stock is under
accumulation, if more on down days perhaps distribution. At first glance the
indicator turns ahead of the price. I like that as it allows me a heads up.
Please do not confuse my reference to "Buy" and "Sell" as a system. This is
just an interesting study that some of you may find useful.
Enjoy your Holiday
Regards,
Jayson
-----Original Message-----
From: Graham [mailto:gkavanagh@xxxxxxxxxxxxx]
Sent: Wednesday, November 26, 2003 5:49 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] sum only positive days
Jayson, this will sum the last 20 bars for x which will either be zero or
the volume.
x=iif(c>ref(c,-1),v,0)
Y = sum(x,20);
Cheers,
Graham
http://groups.msn.com/ASXShareTrading
http://groups.msn.com/FMSAustralia
> -----Original Message-----
> From: Jayson [mailto:jcasavant@xxxxxxxxxxx]
> Sent: Thursday, 27 November 2003 3:18 AM
> To: 1ami
> Subject: [amibroker] sum only positive days
>
> I cannot seem to get my mind around what should be a fairly simple thing
> to code. Perhaps someone could nudge me in the right direction.
>
> 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
>
Yahoo! Groups Sponsor
ADVERTISEMENT
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at:
http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
------------------------ Yahoo! Groups Sponsor ---------------------~-->
Buy Ink Cartridges or Refill Kits for your HP, Epson, Canon or Lexmark
Printer at MyInks.com. Free s/h on orders $50 or more to the US & Canada.
http://www.c1tracking.com/l.asp?cid=5511
http://us.click.yahoo.com/mOAaAA/3exGAA/qnsNAA/GHeqlB/TM
---------------------------------------------------------------------~->
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
|