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Thanks, Mr. Valley! A histogram of the difference between the EMA of
UpVolume and the EMA of DownVolume seems somewhat interesting. I really
appreciate the help!
Period = Param("Period",3,2,10,1);
UpVol =IIf(C > O, V, -1);
DownVol =IIf(C < O, V, -1);
UpVol[0] = DownVol[0] = V[0]; // Be sure to start with something
// Loop through to pad the arrays
for (i = 1; i < BarCount; i++)
{
if (UpVol[i] < 0)
{
UpVol[i] = UpVol[i - 1];
}
if (DownVol[i] < 0)
{
DownVol[i] = DownVol[i - 1];
}
} // need another
UpVolAvg = EMA( UpVol, Period ) ;
DownVolAvg = EMA( DownVol, Period ) ;
VolumeHist = UpVolAvg - DownVolAvg;
//Plot(UpVolAvg,"UpVolume", colorGreen,1);
//Plot(DownVolAvg, "DownVolume", colorRed,1);
Plot (VolumeHist, "VolumeHist", colorBlack,2);
Mr. Valley wrote:
>
> Period = Param("Period",3,2,10,1);
> UpVol =IIf(*C* > *O*, *V*, -1);
> DownVol =IIf(*C* < *O*, *V*, -1);
> UpVol[0] = DownVol[0] = *V*[0]; // Be sure to start with something
> // Loop through to pad the arrays
> *for* (i = 1; i < *BarCount*; i++)
> {
> *if* (UpVol[i] < 0)
> {
> UpVol[i] = UpVol[i - 1];
> }
> *if* (DownVol[i] < 0)
> {
> DownVol[i] = DownVol[i - 1];
> }
> } // need another
> UpVolAvg = EMA( UpVol, Period ) ;
> DownVolAvg = EMA( DownVol, Period ) ;
> Plot(UpVolAvg,"UpVolume", *colorGreen*,1);
> Plot(DownVolAvg, "DownVolume", *colorRed*,1);
>
> -----Original Message-----
> *From:* amibroker@xxxxxxxxxxxxxxx
> [mailto:amibroker@xxxxxxxxxxxxxxx]*On Behalf Of *steesehwy
> *Sent:* Saturday, December 02, 2006 1:01 PM
> *To:* amibroker@xxxxxxxxxxxxxxx
> *Subject:* [amibroker] Re: Need coding help with volume indicator
>
> Ok, here's a way to do it (warning: untested code, I'm just
> free-styling here...)
>
> UpVol =IIf(C > O, V, -1);
> DownVol =IIf(C < O, V, -1);
>
> UpVol[0] = DownVol[0] = V[0]; // Be sure to start with something
>
> // Loop through to pad the arrays
> for (i = 1; i < BarCount; i++)
> {
> if (UpVol[i] < 0)
> {
> UpVol[i] = UpVol[i - 1];
> }
>
> if (DownVol[i] < 0)
> {
> DownVol[i] = DownVol[i - 1];
> }
>
> Period = Param("Period",3,2,10,1);
> UpVolAvg = EMA( UpVol, Period ) ;
> DownVolAvg = EMA( DownVol, Period ) ;
> Plot(UpVolAvg,"UpVolume", colorGreen);
> Plot(DownVolAvg, "DownVolume", colorRed);
>
> - Bill
>
> --- In amibroker@xxxxxxxxxxxxxxx
> <mailto:amibroker%40yahoogroups.com>, "l_abarr" <l_abarr@xxx> wrote:
> >
> > I want UpVolume defined as Volume on days when the Close > Open.
> > DownVolume is Volume on days when Close < Open. Then I'd like to
> plot
> > two moving averages: one for UpVolume and one for DownVolume. The
> > problem is that on each day there will be no value for either
> UpVolume
> > or DownVolume. So if the Close > Open today, we'd have a value for
> > UpVolume (today's Volume) but no value for DownVolume. So I'd
> like the
> > value for DownVolume to remain at yesterday's DownVolume value.
> >
> > Thanks, I'm new at this, I appreciate your patience.
> >
> > --- In amibroker@xxxxxxxxxxxxxxx
> <mailto:amibroker%40yahoogroups.com>, "steesehwy" <steesehwy@> wrote:
> > >
> > > The arguments for IIf are (condition, truearray, falsearray).
> In your
> > > first and second lines, you use a value for the "falsearray",
> not an
> > > array.
> > >
> > > Also, you seem to be trying to repeat the last value for
> volume when
> > > it isn't up or down - that is, repeat the last down volume on
> an up
> > > day. That will cause a falsely weighted average. For example, in a
> > > strong up trend, the down-volume average could consist of repeated
> > > entries of the last down day's volume. I don't have a good
> > > work-around, unless I knew a little more about what you are
> trying to
> > > accomplish.
> > >
> > > - Bill
> > >
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx
> <mailto:amibroker%40yahoogroups.com>, "l_abarr" <l_abarr@> wrote:
> > > >
> > > > I'm new at this. I'm getting an error in the first line
> because the
> > > > variable 'upvol' hasn't been initialized. I want UpVol to
> remain the
> > > > same as yesterday if C < O. Thanks for any help!
> > > >
> > > > UpVol =IIf(C > O, V, Ref(UpVol,-1));
> > > > DownVol =IIf(C < O, V, Ref(DownVol,-1));
> > > > Period = Param("Period",3,2,10,1);
> > > > UpVolAvg = EMA( UpVol, Period ) ;
> > > > DownVolAvg = EMA( DownVol, Period ) ;
> > > > Plot(UpVolAvg,"UpVolume", colorGreen);
> > > > Plot(DownVolAvg, "DownVolume", colorRed);
> > > >
> > >
> >
>
>
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