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I think we are having a terminology
issue.
UFH and UFL are obviously outside the fair value
area, which is defined as where 70% of the volume is for he specified
period..
What I was suggesting is that within the time frame
of interest you start at the highest price and accumulate volume for each price
range, going down one step at a time (you need to have volume allocated to price
ranges that you create) untill you accumulate 15% of total volume. That is the
upper limit of FAIR value. Anything above that would be Unfair value
area.
The same for the low end
----- Original Message -----
Sent: Saturday, July 07, 2007 11:52
AM
Subject: [amibroker] Re: volume based
MP
consider the situation like This
one.
notice there's no price action left beyond UFH. This is a 0%
volume.
--- In amibroker@xxxxxxxxxxxxxxx, "Ara
Kaloustian" <ara1@xxx> 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@xxx
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