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Here's an up/down ratio formula presented some mnths ago at tour
AmiBroker NT group by Mark McClelland. Hope it is some help.
Dick H.
/*Determine the ratio of Up days to Down days for a given number of
days back from today Mark McClelland 07/08/04, Mark.mcc@xxxxxxx*/
Number_of_days =65; //Set number days of interest
upday = C>Ref(C,-1); //Creater arrays that identify the "direction"
downday = Ref(C,-1)>C; //of eachday
unchangedday=Ref(C,-1)==C;
Countupdays =Sum(upday,number_of_days); //Count the number of days for
each
Countdowndays =Sum(downday,number_of_days); // direction of # of days
nterest
Countunchangeddays =Sum(unchangedday,number_of_days);
Updownratio = Countupdays/Countdowndays; //Calculate the ratio
Filter =C>0; //Set the filter criteria
AddColumn(Countupdays,"UpDays",4.0);//Display the results
AddColumn(Countdowndays,"DownDays",4.0);
AddColumn(Countunchangeddays,"UnchangedDays",4.0);
AddColumn(Countupdays = Countdowndays,"Up+Down",4.0);
AddColumn(Number_of_days,"TotalDays",4.0);
AddColumn(updownratio,"Up/Down Ratio",3.2);
AddColumn(Countupdays/(Number_of_days),"Up/TotalDays",3.2);
AddColumn(Countdowndays/(Number_of_days),"Down/TotalDays",3.2);
AddColumn (MA(V,50), "MA(V,50)");
--- In amibroker@xxxxxxxxxxxxxxx, "sthlm_69" <sthlm_69@xxxx> wrote:
> Graham,
>
> If coded, is should be the sum of shares/volume traded on up-days
> divided by the sum on down-days for x-periods.
>
> Regards...
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxxx> wrote:
>
> Can you provide some details of it?
>
>
>
> On 5/25/05, sthlm_69 <sthlm_69@xxxx> wrote:
> > > I meant to say...does "anyone" know how to code this one.
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, "sthlm_69" <sthlm_69@xxxx>
> wrote:
> > > > I checked in the AFL library and surprisingly nobody has
> posted this
> > > > code. Its a common indicator and should be in the library -
> does any
> > > > know how to code this one ? 10 days u/d ratios is what I have
> seen.
> > > >
> > > > Thanks!
> > >
> > >
> > >
> > >
> > >
> > > Please note that this group is for discussion between users only.
> > >
> > > To get support from AmiBroker please send an e-mail directly to
> > > SUPPORT {at} amibroker.com
> > >
> > > For other support material please check also:
> > > http://www.amibroker.com/support.html
> > >
> > >
> > > Yahoo! Groups Links
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> >
> >
> > --
> > Cheers
> > Graham
> > http://e-wire.net.au/~eb_kavan/
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