|
PureBytes Links
Trading Reference Links
|
Ok, last post. I promise ;) Still better histogram. Values shown as
percentage over alternative (e.g. +25 means HHV up days was 25%
greater than HHV down days, -25 menas HHV down days was 25% greater
than HHV up days).
No doubt you will have no interest in the histogram, and just want
the logic. But, I was having fun while waiting for something else to
finish :)
Periods = Param("Periods", 20, 1, 100, 1);
UpDayVolume = IIF(Close > Open, Volume, 0);
DownDayVolume = IIF(Close <= Open, Volume, 0);
HHVUpDayVolume = HHV(UpDayVolume, Periods);
HHVDownDayVolume = HHV(DownDayVolume, Periods);
ColorBars = IIF(HHVUpDayVolume > HHVDownDayVolume, colorGreen,
colorRed);
Plot(IIF(HHVUpDayVolume > HHVDownDayVolume,
(HHVUpDayVolume/HHVDownDayVolume - 1) * 100, IIF(HHVDownDayVolume >
HHVUpDayVolume, (HHVDownDayVolume/HHVUpDayVolume - 1) * -100,
0)), "HHV Ratio", ColorBars, styleHistogram);
Mike
--- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@xxx> wrote:
>
> Same base logic, prettier histogram :)
>
> Green bars greater than zero by ratio of HHV up days over HHV down
> days. Red bars less than zero by ratio of HHV down days over HHV up
> days (multiplied by -1).
>
> Periods = Param("Periods", 20, 1, 100, 1);
> UpDayVolume = IIF(Close > Open, Volume, 0);
> DownDayVolume = IIF(Close <= Open, Volume, 0);
> HHVUpDayVolume = HHV(UpDayVolume, Periods);
> HHVDownDayVolume = HHV(DownDayVolume, Periods);
>
> ColorBars = IIF(HHVUpDayVolume > HHVDownDayVolume, colorGreen,
> colorRed);
> Plot(IIF(HHVUpDayVolume > HHVDownDayVolume,
> HHVUpDayVolume/HHVDownDayVolume, IIF(HHVDownDayVolume >
> HHVUpDayVolume, HHVDownDayVolume/HHVUpDayVolume * -1, 0)), "HHV
> Ratio", ColorBars, styleHistogram);
>
> Mike
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@> wrote:
> >
> > Hi,
> >
> > I'm not sure what you meant by "compare", but I believe that the
> > following will at least get you going.
> >
> > The end result is a histogram such that the values are the ratio
of
> > the HHV up days compared to the HHV down days.
> >
> > Days where the HHV of up days was greater will be green and have
a
> > value greater than 1. Days where the HHV of down days was greater
> > will be red and have a value less than 1. Days where the two HHV
> are
> > equal will be red (i.e. treated as down days) and will have a
value
> > of 1.
> >
> > For example; if the HHV of up days in the last x days was 1000
and
> > the HHV of down days in the same last x days was 800, then the
> > histogram bar will have a value of 1000/800 = 1.25 and be painted
> > green.
> >
> > If the HHV of up days in the last x days was 800 and the HHV of
> down
> > days in the same last x days was 1000, then the histogram bar
will
> > have a value of 800/1000 = 0.8 and be painted red.
> >
> > The periods (i.e. x in the examples above) is a configurable
> > parameter.
> >
> > The farther a value is from 1, the greater was the difference
(i.e.
> > values approaching infinity mean HHV of up day volume was much
> > greater than HHV of down day volume, values approaching zero mean
> HHV
> > of down day volume was much greater than HHV of up day volume).
> >
> > Periods = Param("Periods", 20, 1, 100, 1);
> > UpDayVolume = IIF(Close > Open, Volume, 0);
> > DownDayVolume = IIF(Close <= Open, Volume, 0);
> > HHVUpDayVolume = HHV(UpDayVolume, Periods);
> > HHVDownDayVolume = HHV(DownDayVolume, Periods);
> >
> > ColorBars = IIF(HHVUpDayVolume > HHVDownDayVolume, colorGreen,
> > colorRed);
> > Plot(1, "Equal", colorDarkGrey, styleLine);
> > Plot(HHVUpDayVolume/HHVDownDayVolume, "Up:Down ratio", ColorBars,
> > styleHistogram);
> >
> > Hope that helps,
> >
> > Mike
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "chorlton_c_hardy" <chorlton-c-
> > hardy@> wrote:
> > >
> > > Hello All,
> > >
> > > Can anyone help with this coding problem?
> > >
> > > Over the last 'x' periods, I want to compare the HHV of Volume
> that
> > > occurred on a DownDay against the HHV of Volume that occurred
on
> an
> > > Upday?
> > >
> > > where:
> > > UpDay = C > O
> > > DownDay = C < O
> > >
> > >
> > > Any ideas on how I could go about doing this?
> > >
> > > Thanks in advance..
> > >
> >
>
------------------------------------
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
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|