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Re: [amibroker] Re: So Long Amibroker, [No Volume Charts]
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----- Original Message -----
Sent: Saturday, June 25, 2005 3:27
PM
Subject: Re: [amibroker] Re: So Long
Amibroker, [No Volume Charts]
is this anywhere close to the real
thing?
Take a look at the
attached.
/*
equivolume chart
*/
SetBarsRequired(10000,10000);
evs =
Param( "EquiVolumeStep", 50e6, 0, 1e10, 10e6 ); equiVolumeStep = evs; cumv =
0; cnt = 0; cnto = 0; Cnew = 0; Onew = 0; Lnew = 0; Hnew = 0; Lmin = L[ 0 ]; Hmax = H[ 0 ];
for (i = 0;i < BarCount;i++) {
cumv = cumv + V[ i ];
if(cumv >= equiVolumeStep) {
for (j = i - cnt;j < i;j++) {
Lnew[ j ] = Lmin;
Hnew[ j ] = Hmax;
Onew[ j ] =
O[ i - cnt ];
Cnew[ j ] =
C[ i -
1];
}
cumv = 0; cnto = j;
cnt = 0;
Lmin = 1e10; Hmax =
0;
}
cnt = cnt + 1; Lmin = Min(L[ i ],Lmin); Hmax =
Max(H[ i ],Hmax);
}
Lmin =
L[ cnto ]; Hmax =
H[ cnto ]; lcnt =
BarCount - cnto;
for (i =
cnto; i < BarCount;i++) {
if (i == BarCount-1) {
for (j = i - lcnt +
1;j <= i;j++) {
Lnew[ j ] = Lmin;
Hnew[ j ] = Hmax;
Onew[ j ] =
O[ i - lcnt +
1 ];
Cnew[ j ] =
C[ i
];
}
}
Lmin = Min(L[ i ],Lmin); Hmax =
Max(H[ i ],Hmax);
}
C = Cnew; O = Onew; L = Lnew; H = Hnew;
SetChartOptions(0, chartShowDates); GraphXSpace = 5; Plot(C,"",colorWhite,64); Title=Name()+ ",
O: "+WriteVal(O)+ ", H: "+WriteVal(H)+ ", L: "+WriteVal(L)+ ", C: "+WriteVal(C);
----- Original Message -----
Sent: Saturday, June 25, 2005 5:45
PM
Subject: [amibroker] Re: So Long
Amibroker, [No Volume Charts]
Go here: http://www.incrediblecharts.com/technical/equivolume.htm
---
In amibroker@xxxxxxxxxxxxxxx,
"Tomasz Janeczko" <amibroker@x...>
wrote: > No you are wrong. Equivolume has nothing to do with using
volume as any axis value. > It draws price vs. TIME, but the bar
pixel width is VARIABLE and depends on volume of the bar. Fancy but NO
DIFFERENT than NORMAL BAR CHARTS > other than variable pixel width
of the bar. > > Please use www.google.com for more
info. > > Best regards, > Tomasz Janeczko >
amibroker.com > ----- Original Message -----
> From: ed nl > To:
amibroker@xxxxxxxxxxxxxxx > Sent: Saturday, June 25, 2005
4:25 PM > Subject: Re: [amibroker] Re: So Long Amibroker,
[No Volume Charts] > > > well, I am actually
not at all familiar with equivolume charts but for a moment I thought it
was just setting the X-axis to using Volume and therefor wrote this
email about a possible more general feature (X + Y axis). But I don't
think it is as simple as that. > > Anyway X / Y
axis charts for me is low priority. The equivolume sounds
interesting, > > rgds, Ed > > >
> > ----- Original Message -----
> From: Lesmond V
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Saturday, June 25, 2005 4:12
PM > Subject: [amibroker] Re: So Long
Amibroker, [No Volume Charts] > >
> 1) No Al, never tried volume charts with
stocks yet. > > 2) Ed, thanks for
clarification. Now the difference between "volume charts" and
"equivolume charts" is clear. > >
Lesmond > > > --- In
amibroker@xxxxxxxxxxxxxxx, Al Venosa` <avcinci@xxxx>
wrote: > > Thanks a lot, Lesmond. Looks
intriguing. Ever used if for stocks? >
> > > Al
Venosa > > >
> On 6/25/05, ed nl <ed2000nl@xxxx>
wrote: > > >
> > >
hi, > > > Amibroker is based on
time as the X-axis. Equivolume charts could be
> > > drawn if Amibroker would have a
setting where the Y-axis as well as the >
> > X-axis could be chosen by the user. Then you could make volume
versus price > > > charts for instance
but it would also enable to draw results of statistical
> > > studies to a chart. I also asked
for such a feature a year ago or so. >
> > rgds, Ed > >
> > > > ----- Original
Message ----- > > > *From:* Lesmond V
<ebsn247@xxxx> > > > *To:*
amibroker@xxxxxxxxxxxxxxx > > > *Sent:*
Saturday, June 25, 2005 3:37 PM > > >
*Subject:* [amibroker] Re: So Long Amibroker, [No Volume
Charts] > > >
> > >
Al, > > >
> > > What Steve means is that volume
charts are most popular among futures >
> > traders and not stock traders. Technically you can set you IBM
stock > > > to let's say 10,000 volume
bars. > > >
> > > The most economical way to test
volume charts is to use SierraChart > >
> software with IB feed. > > >
> > > I was also a bit confused when
someone on this forum mentioned > >
> "equivolume" charts some time ago. I had "equivolume" eod (!)
charts > > > available in my old
MetaStock for DOS 10 years ago (I don't
remember > > > what they were all
about). > > >
> > > Let's clarify for TJ what we mean
by "volume charts" here: > > >
> > > 2000 volume
chart: > > >
> > > each bar is completed when the
number of contracts/shares reaches > >
> 2000. After that the next bar starts and 2000 count starts
again. > > >
> > > So "volume charts" are just like
"tick charts" but based on volume > >
> (number of contracts/shares) instead of on
ticks. > > >
> > >
Lesmond > > >
> > > >
> > --- In amibroker@xxxxxxxxxxxxxxx, Al Venosa` <avcinci@xxxx>
wrote: > > > > Hi,
Steve, > > > >
> > > > I'm not familiar with volume
charting. Why is it not amenable to > >
> stock > > > > traders? For
example, why couldn't you create bars
representing, > > > say, IBM's
> > > > OHLC of 10,000 shares or
whatever? Just curious. > > > >
> > > > Al
Venosa > > > >
> > > > On 6/25/05, scourt2000
<stevehite@xxxx> wrote: > > > >
> > > > > >
> > > > >
Joe, > > > > >
> > > > >
eSignal/TradeStation/Sierra Chart/Ensign all have volume
charting > > > > > capability.
Tomasz said they he would try to get this in the
next > > > > > few beta releases
coming up. Here's my repost from the
amibroker- > > > > > beta
group describing it. What Amibroker also needs is way
to > > > > > backtest large
amounts of tick/volume bars: > > > >
> > > > > > [note to traders
who have never heard of volume price bars:
no, > > >
it's > > > > > not equivolume
charting] > > > > >
> > > > > 1. Support for price
bars that represent a fixed volume size.
For > > > > > those not familiar
with this feature which is supported in >
> > eSignal, > > > > > an ER
250v would represent the Russell 2K e-mini futures
contract > > > > > where each
price bar represents the open/high/low/close of
250 > > > > >
contracts. > > > > >
> > > > > 2. Support for
backtesting of large amounts of tick/volume
bar > > >
data. > > > > > This would require
a plugin that could read a data source (like
an > > > > > eSignal tick
formatted file) and compress tick/volume
interval > > >
bars > > > > > on the fly. With
this, I could scan years worth of
tick/volume > > > > > interval
bar data without memory overload problems. >
> > > > > > > > >
Volume charting is used mainly by futures traders, not
stock > > > > > traders.
Unlike tick charts, volume charts can be
reproducible > > >
bar- > > > > > for-bar in
backtests and they tend to be smoother. If you've
ever > > > > > traded futures off
of volume bars, you'll probably never go
back > > > > > looking at minute
charts for the trading chart you take
actual > > > > > entry/exit
signals off of. > > > > >
> > > > >
Steve > > > > >
> > > > >
> > > > >
> > > > >
> > > > > 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 <http://amibroker.com>
< > > > http://amibroker.com> >
> > > > > > > > > For
other support material please check also: >
> > > > http://www.amibroker.com/support.html >
> > > > > > > > >
> > > > > Yahoo! Groups
Links > > > > >
> > > > >
> > > > >
> > > > >
> > > > >
> > > > >
> > > > >
> > > >
> > > >
> > > >
> > > > >
> > > 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 <http://amibroker.com> >
> > > > > For other support
material please check also: > > > http://www.amibroker.com/support.html >
> > > > >
> > > >
> > > > >
> > > 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 <http://amibroker.com> >
> > > > > For other support
material please check also: > > > http://www.amibroker.com/support.html >
> > > > >
> > > >
> > > > >
------------------------------ > > >
YAHOO! GROUPS LINKS > > >
> > > >
> > - Visit your group "amibroker<http://groups.yahoo.com/group/amibroker>"
> > > on the
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> > > >
> > > > >
------------------------------ > >
> > > > > >
> > > 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 >
> > > > > 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 >
> > > > >
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>
-------------------------------------------------------------------- --------
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
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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
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