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<FONT face=Arial color=#0000ff
size=2>Phsst,
<FONT face=Arial color=#0000ff
size=2>
Yes I
see the difference. My code is always a day behind because <FONT
face="Courier New" color=#000000 size=3> i < pds; <FONT face=Arial
color=#0000ff size=2>does not include the pds value. It should read i<=pds or
i<pds+1
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>Herman's code also produces the correct results although I must confess I
have a little trouble following it, but that is my weakness, not his. There have
been many variations posted the last few days and it is interesting seeing the
different paths taken.
<FONT face=Arial color=#0000ff
size=2>
Your
example of a million shares moving a stock up .05 cent and another day a
million shares moving it down $2 brings up an interesting point. If I
understand you correctly you would add more weight to the 2 dollar down move.
For the purposes of money flow I think I would perhaps take the other side of
that argument. True a $2 move is significant but perhaps the big move represents
only a small group unloading some shares. Is a million significantly more than
is moved routinely? if not then If the masses were "Running for the
exits" surely it would be on larger volume. True also with the up move of
.05. To me this would indicate that the buyers and sellers were largely in
agreement as to the value of the stock. Perhaps a better train of thought would
be to somehow weight the move as it pertains to a moving average of the volume
as a whole.....just random thoughts and clearly more work needs to be done.
Thanks for your input.
Regards,
Jayson
<FONT face=Tahoma
size=2>-----Original Message-----From: Phsst
[mailto:phsst@xxxxxxxxx]Sent: Thursday, November 27, 2003 2:41
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Re:
sum only positive daysJayson,Add Herman's code
and my filter to bottom of your AFL:m=BarCount-1; // From
HermanUpVolDays = 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 / DownVolmetrics,
however I'll be making a significant modification to it... assume you
have two days with volume of 1,000,000one day the close rises
$.05the other day the close falls $2.00Your calcs would result
in a net zero diff in Up versus Down volumeI plan to work with $ based
volume changes in order to measure thereal 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 thevolume> to
the last 20 down days. William Peters got me started with a forloop
(I> really have to learn better to use these!!) and others
providedvariations.> 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)+"
IsNegative")+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
ismore 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
firstglance the> indicator turns ahead of the price. I like that as
it allows me aheads 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@xxxx]> 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 bezero or> the volume.>
> x=iif(c>ref(c,-1),v,0)> Y = sum(x,20);> >
> > Cheers,> Graham> <A
href="">http://groups.msn.com/ASXShareTrading>
<A
href="">http://groups.msn.com/FMSAustralia>
> > -----Original Message-----> >
From: Jayson [mailto:jcasavant@xxxx]>
> 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 simplething> > 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 tothe last> > 20 down days.
This is not to be confused with summing the up daysof 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
thevolume but> > how do I sum the last 20 bars where x>0 as
opposed to summing thelast 20> > bars of X ?>
>> > TIA> >> > Regards,> >
Jayson> >> > > Yahoo! Groups Sponsor>
ADVERTISEMENT> > > > > Send BUG REPORTS to
bugs@xxxx> Send SUGGESTIONS to suggest@xxxx>
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