[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[amibroker] Re: Portfolio position sizing code idea



PureBytes Links

Trading Reference Links




<FONT face=Arial color=#0000ff 
size=2>Jim,
<FONT face=Arial color=#0000ff 
size=2>Instead of the vol average you could use the most recent HHV. In my 
example I used 30 bars but depending on how many bars you generally view that 
could be adjusted. I also suspect there would be a way to calculate the number 
of bars you are viewing with status("barvisible") but this should get you 
started....
 
Regards, 
Jayson 
 <FONT 
color=#282828 size=2>
Vol_Avg = <FONT 
face=Arial>Ref(<FONT 
size=2>MA(<FONT 
size=2>V<FONT 
size=2>,30),-<FONT 
size=2>1<FONT face=Arial 
color=#0000ff>);
PlotColor= <FONT 
face=Arial>IIf<FONT 
size=2>(V<FONT 
color=#0000ff> > (2<FONT 
size=2>*Vol_Avg),<FONT 
size=2>colorYellow<FONT 
color=#0000ff>,IIf<FONT 
size=2>(Close<FONT color=#282828 
size=2> >
<FONT face=Arial 
color=#0000ff>Open<FONT 
size=2>,colorBlue<FONT 
face=Arial>,<FONT 
size=2>colorRed<FONT 
face=Arial color=#0000ff>)); <FONT face=Arial color=#282828 
size=2>
X<FONT 
size=2>=Ref(<FONT 
size=2>HHV(V<FONT 
color=#0000ff>,30<FONT 
size=2>),-1<FONT 
color=#0000ff>);
PlotVol = <FONT 
face=Arial>IIf<FONT 
size=2>(V<FONT 
color=#0000ff> < (2<FONT 
size=2>*Vol_Avg),V<FONT 
face=Arial>,<FONT 
size=2>x<FONT face=Arial 
color=#0000ff>);
 
Plot<FONT color=#282828 
size=2>( PlotVol,"Volume"<FONT 
color=#282828 size=2>, Plotcolor,<FONT 
size=2>styleHistogram<FONT color=#282828 
size=2>|styleThick<FONT color=#282828 
size=2>);
 
<FONT face=Tahoma 
size=2>-----Original Message-----From: Jim 
[mailto:bankedout@xxxxxxxxxxxxx]Sent: Thursday, February 05, 2004 
4:49 PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] 
Re: Cutting off volume spikesI wish I could say that 
the problem is solved, but that's not exactly what I had in mind.  As 
an example, use Ticker ABBK  Plot a daily periodicity chart.  
Maybe 1 year in length.  Apply this code for volume://Volume 
chartcol=IIf(C>O AND 
Close>Ref(C,-1),colorBrightGreen,IIf(C<Open AND 
C<Ref(C,-1),colorRed,colorYellow));Plot( V, "Volume", col, 
styleHistogram | styleThick );Title= EncodeColor (colorWhite) + Name () 
+ " " + 
WriteIf(Interval()==86400,"Daily",WriteIf(Interval()==432000,"Weekly",WriteIf(Interval()==2160000,"Monthly","")))+ 
EncodeColor(colorDefault) + " Volume " + WriteVal (V, 1.0) + " " + 
WriteVal(DateTime(), formatDateTime );Look at the volume for 10/21/2003 
as compared to the rest of the volume bars on the chart.  It's about 
twice as tall as 6/13/2003 and 1/26/2004 volume.I would like to have 
maybe the volume of about 6/13/2003 be the top of my chart.  I want 
10/21/2003 to be cut off.  Maybe that's what you mean by 
truncated.  10/21/2003's volume should hit the top of the chart like 
6/13/2003's volume.  I would then like the bar which is chopped off to 
be marked from the rest.  Maybe color it blue or something, or plot an 
arrow pointing to it.Is this possible?  Thanks in 
advance.Jim------------------------------------------------------------------------ 
In amibroker@xxxxxxxxxxxxxxx, "Ara Kaloustian" <ara1@xxxx> wrote:> 
Jim Try This... I had the exact same issue> This will color the truncated 
vol bars yellow> Vol = Volume / 1000;> > Vol_Avg = 
Ref(MA(Vol,30),-1);> > PlotColor= IIf(Vol > 
(2*Vol_Avg),colorYellow,IIf(Close >> 
Open,colorBlue,colorRed));> > PlotVol = IIf(Vol < 
(2*Vol_Avg),Vol,(Vol_Avg));> > Plot( PlotVol,"Volume", 
Plotcolor,styleHistogram|styleThick);> > ----- Original Message 
----- > From: "Jim" <bankedout@xxxx>> To: 
<amibroker@xxxxxxxxxxxxxxx>> Sent: Thursday, February 05, 2004 
10:40 AM> Subject: [amibroker] Cutting off volume spikes> > 
> > Hello,> >> > I was wondering if I can do 
this.  I tried searching the archives,> > but I didn't know 
what to search for I guess.  On a volume chart,> > let's say the 
average volume on a stock is maybe 100,000 per day.> >> > 
One day there is volume of 20,000,000  After that day, volume 
goes> > back to normal.> >> > Now the 
"regular" volume looks squished on the chart.> >> > Is there 
a way to cut off the super volume spike to make it look> > big, but 
still let me see the regular bars in some detail?  I hope I> 
> am describing this correctly.  Maybe a way to indicate to me that 
it> > has been cut off as well.  Otherwise I will never know that 
it was> > really that big unless I click on it.> 
>> > In searching the archives I solved one of my problems.  
In the built> > in price charts, there is empty space at the top 
and bottom of the> > chart to allow for the Title text to display 
at the top or> > whatever.  The code for that is:> 
>> > GraphXSpace = 7; //Empty space at top and bottom of 
chart> >> > The bigger the number, the bigger the 
space.  I hope that helps> > someone else.> >> 
> Jim> >> >> >> >> > Send 
BUG REPORTS to bugs@xxxx> > Send SUGGESTIONS to suggest@xxxx> 
> -----------------------------------------> > Post 
AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx> > (Web 
page: <A 
href="">http://groups.yahoo.com/group/amiquote/messages/)> 
> --------------------------------------------> > Check group FAQ 
at:> <A 
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html> 
> Yahoo! Groups Links> >> >> >> 
>> >Send BUG REPORTS to 
bugs@xxxxxxxxxxxxxSend SUGGESTIONS to 
suggest@xxxxxxxxxxxxx-----------------------------------------Post 
AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page: <A 
href="">http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check 
group FAQ at: <A 
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html 



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








Yahoo! Groups Sponsor


  ADVERTISEMENT














Yahoo! Groups Links
To visit your group on the web, go to:http://groups.yahoo.com/group/amibroker/ 
To unsubscribe from this group, send an email to:amibroker-unsubscribe@xxxxxxxxxxxxxxx 
Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.