Dick,
Take a look at the indicator code below. This came out of the AFL
Library someplace, but I can’t remember name. This might satisfy your
needs.
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,styleHistogram);
Plot(DownVolAvg, "DownVolume", colorRed,styleHistogram);
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of areehoi
Sent: Saturday, October 06, 2007
11:33 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Help
withUp/Down Volume composite
Yahoo data does not provide an indicator of the Up/Down volume for
NYSE, NASDQ or AMEX exchanges. To accomplish I'm considering making
"AddtoComposites" for the Up/Down Volume. To do so I need help in
developing a formula that can do this. For example NASDQ is "Market
3". The formula would calculate the volume on the Nasdaq (or Market
3) stocks that declined … ditto on stocks that advanced. It would
also calculate the total Nasdaq volume. My Nasdaq database consist of
close to 2,400 stocks. Any suggestions or help with such a formula
will be appreciated. (perhaps someone has already done this).
Dick H.
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