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Wow, /Valuewhen /looks very useful! Thanks!
Amibroker is great, and so are its users.
Lorin
Graham wrote:
>
> Another way to do this is using valuewhen
>
> UpVol = Valuewhen(C > O, V);
> DownVol = Valuewhen(C < O, V);
> Period = Param("Period",3,2,10,1);
> UpVolAvg = EMA( UpVol, Period ) ;
> DownVolAvg = EMA( DownVol, Period ) ;
> Plot(UpVolAvg,"UpVolume", colorGreen);
> Plot(DownVolAvg, "DownVolume", colorRed);
>
>
>
> --
> Cheers
> Graham
> AB-Write >< Professional AFL Writing Service
> Yes, I write AFL code to your requirements
> http://www.aflwriting.com <http://www.aflwriting.com>
>
> On 03/12/06, *Lorin Abarr* <l_abarr@xxxxxxxxx
> <mailto:l_abarr@xxxxxxxxx>> wrote:
>
> 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>
> > [mailto:amibroker@xxxxxxxxxxxxxxx
> <mailto:amibroker@xxxxxxxxxxxxxxx>]*On Behalf Of *steesehwy
> > *Sent:* Saturday, December 02, 2006 1:01 PM
> > *To:* amibroker@xxxxxxxxxxxxxxx
> <mailto: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@xxxxxxxxxxxxxxx>
> > <mailto:amibroker%40yahoogroups.com
> <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@xxxxxxxxxxxxxxx>
> > <mailto: amibroker%40yahoogroups.com
> <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@xxxxxxxxxxxxxxx>
> > <mailto: amibroker%40yahoogroups.com
> <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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