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> I plan to work with $ based volume changes in order to measure the
> real depth of price changes.
Just started working on visual plots associated with $ based Vol
changes. Not what I was expecting to see. Like everything else in
life, looks like it's gonna be a challange to interpret.
Phsst
--- In amibroker@xxxxxxxxxxxxxxx, "Phsst" <phsst@xxxx> wrote:
> Jayson,
>
> Add Herman's code and my filter to bottom of your AFL:
>
> m=BarCount-1; // From Herman
> UpVolDays = 0;
> for(n=m; n>0; n--) if(C[n]>C[n-1]) UpVolDays[m--] = V[n];
> SumLastUpdays = Sum(UpVolDays,20);
>
> Filter = 1;
> AddColumn(C,"Close",1.4);
> AddColumn(V,"Vol",1.4);
> AddColumn(SumLastUpdays,"SumLastUpdays",1.0);
> AddColumn(x,"x",1.0);
> AddColumn(y,"y",1.0);
>
> ... then do an explore.
>
> I compared the results from your loop to Herman's.
>
> Herman's appears to produce the correct results.
>
> One other point. I like your concept of working with UpVol / DownVol
> metrics, however I'll be making a significant modification to it...
>
> assume you have two days with volume of 1,000,000
>
> one day the close rises $.05
>
> the other day the close falls $2.00
>
> Your calcs would result in a net zero diff in Up versus Down volume
>
> I plan to work with $ based volume changes in order to measure the
> real depth of price changes.
>
> Thanks for the concept.
>
> Regards,
>
> Phsst
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Jayson" <jcasavant@xxxx> wrote:
> > 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@x...]
> > 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@x...]
> > > 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
> > >
> >
> >
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