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Date: Tue, 27 May 2003 18:25:21 -0000
Subject: [amibroker] Re: Check this Indicator for me
Reply-To: amibroker@xxxxxxxxxxxxxxx
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Status: U
I got the dll and now have
scGauss2ord BUT still no difference
Problem is somewhere else.
nand
--- In amibroker@xxxxxxxxxxxxxxx, "Stephane Carrasset"
<nenapacwanfr@xxxx> wrote:
> the plugin is indivcators.dll
>
> stef
>
>
> > So, I assume the plugin has been revised, and
> > now I can't finf it. Where is it please? It is
> > not in the thirdparty area.
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Stephane
Carrasset"
> > <nenapacwanfr@xxxx> wrote:
> > > write
> > >
> > > K=scGauss2ord(k-kd,5);
> > >
> > > stef
> > >
> > > > Here is a cumululative volume indicator.
> > > > It keeps jumping in RT eSignal mode - check
> > > > daily bars and 15min bars.
> > > >
> > > > And with YahooEOD, it will keep adjusting if u
> > > > keep clicking on the chart.
> > > >
> > > > Why does this happen?
> > > >
> > > > It is quite helpful in seeing if vol is behind
the
> > > > price moves.
> > > >
> > > > feedback appreciated
> > > >
> > > > nand
> > > >
> > > >
> > > > //===Cumulative Volume====
> > > > mp1=3;//Param("Days Volume
Summed",3,3,30,1);
> > > > mf1=0.1;//Param("Float in
Million",0.1,0.1,10000,0.10);
> > > > sv=Sum(V,10);
> > > > mf2=mf1*100000;
> > > > k=IIf(C>O,(Sum(V,mp1)/mf2)*100,0);
> > > > kd=IIf(C<O,(Sum(V,mp1)/mf2)*100,0);
> > > > K=Gauss2ord(k-kd,5);
> > > > d=StDev(k-kd,200);
> > > >
Plot(k,"",IIf(k>0,6,4),2|styleThick);
> > > >
Plot(k,"",IIf(k<0,6,4),1|styleThick);
t 05:03 PM 07/06/2007, you wrote:
When price action is tilted, the
volume will reflect that.
When you get 0% on other side, there is a problem with program
structure.
Computations are within price range that contains volume, so 15% of
volume
can never be zero. If volume is tilted to higher prices, then it will
take
mire price ranges to accumulate the 15% on the low price side than on the
high price side.
Alternately, Tomasz is planning on providing volume based MP on version
5.0. I assume it is still in the plans.
----- Original Message -----
From: "eric tao"
<erichtao@xxxxxxxxx>
To:
<
amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, July 06, 2007 2:24 PM
Subject: [amibroker] Re: volume based MP
> Ara, I'm afraid it's not right approach. we use volume based MP
to
> find trading range and the price action bias. there are times when
the
> weight is tilted to lower or upper side of the price action and
cause
> other side to be 0%. I remember it's called a buyer/seller
market.
> Is there anyone actually wrote mp indicator?
>
>
> --- In
amibroker@xxxxxxxxxxxxxxx
, "Ara Kaloustian" <ara1@xxx> wrote:
>>
>> My understanding is that you take the day's (week, month or
whatever
> time
>> frame you want) entire volume, then do 2 calculations:
>>
>> 1. start adding the volume at each price (starting from
highest
> price) until
>> the volume equals 15% of your total volume. That's your upper
VA
>> 2. Repeat for volumes starting at the lowest price.
>>
>> The value area will contain 70% of the days total volume.
>>
>> ----- Original Message -----
>> From: "eric tao" <erichtao@xxx>
>> To:
<
amibroker@xxxxxxxxxxxxxxx>
>> Sent: Friday, July 06, 2007 11:37 AM
>> Subject: [amibroker] Re: volume based MP
>>
>>
>> > "cumulative volume"
>> > could you elaborate on that?
>> > did you mean adding up all volume for specific price
point?
>> >
>> > Eric
>> >
>> > --- In
amibroker@xxxxxxxxxxxxxxx
, "Ara Kaloustian" <ara1@> wrote:
>> >>
>> >> for value area you need to look at cumulative volume -
not just
>> > volume bars.
>> >>
>> >> 30% and 70% of total volume are the value area
points
>> >>
>> >> ----- Original Message -----
>> >> From: "eric tao" <erichtao@>
>> >> To:
<
amibroker@xxxxxxxxxxxxxxx>
>> >> Sent: Thursday, July 05, 2007 11:00 AM
>> >> Subject: [amibroker] volume based MP
>> >>
>> >>
>> >> > Hi Guys,
>> >> >
>> >> > I'm trying to calculate volume based daily Market
Profile. Is
> this the
>> >> > right way to calculate Value area for volume base
MP?
>> >> >
>> >> > CP is the highest volume price point.
>> >> > for VA, I compare the volume of each price around
CP, pick the
> higher
>> >> > volume from each pair until the accumulated volume
is greater for
>> >> > equal to 70 percent of the day's total
volume.
>> >> >
>> >> > Thank you.
>> >> >
>> >> >
>> >> >
>> >> >
>> >> >
>> >> > 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 NEW RELEASE ANNOUNCEMENTS and other news
always check DEVLOG:
>> >> >
http://www.amibroker.com/devlog/
>> >> >
>> >> > 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
>> >
>> > For NEW RELEASE ANNOUNCEMENTS and other news always check
DEVLOG:
>> >
http://www.amibroker.com/devlog/
>> >
>> > 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
>
> For NEW RELEASE ANNOUNCEMENTS and other news always check
DEVLOG:
>
http://www.amibroker.com/devlog/
>
> For other support material please check also:
>
http://www.amibroker.com/support.html
>
> Yahoo! Groups Links
>
>
>
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Version: 7.5.476 / Virus Database: 269.10.0/887 - Release Date:
07/05/2007 1:55 PM
__._,_.___
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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
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