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Vinay,
Yes, that's what it does, because that's what your volume criteria
specifies :)
If you only want the first crossing of the volume threshold, and then
to ignore all other high volume days until volume again falls beneath
your threshold. Then, you need to change your logic such that it only
returns true (i.e. non zero) when the volume first *crosses* that
threshold, and not for all days that are *above* the threashold.
So, try changing:
VolumeSpike = (V>(MA(V,BackRef)+StDev(V,BackRef)));
To:
VolumeSpike = Cross(V, (MA(V,BackRef)+StDev(V,BackRef)));
Mike
--- In amibroker@xxxxxxxxxxxxxxx, "Vinay Gakkhar." <vgakkhar@xxx>
wrote:
>
> Dear Mike,
>
> Thanks for your continuing to help.
>
> I tested this new one. Found that it works very well but has one
practical problem. For example: if volume on day-after first spike is
near to the volume of the first spike, it shows the day after as the
day of the second spike. Similarly if volume on subsequent day is
also near to the volume of the first spike day & also to the volume
of the day-after, it shows that as the day of the third spike. A
major number of spikes are not a 1-day-process, they have a span of 1
to 10 days. I want to identify the first day of the next span as the
next spike day, not the next day as I get now.
>
> What is your learned opinion on how to accompalish this?
>
> Best regards,
>
> Vinay
>
> On Sat, 07 Jun 2008 02:21:07 +0530, Mike <sfclimbers@xxx> wrote:
>
> > Vinay,
> >
> > 1) Yes.
> > 2) I don't have AmiBroker in front of me right now, so you'll
have to
> > test this out for yourself. But, try using the same ValueWhen
> > technique for the other values.
> >
> > e.g.
> > SecondLastSpikeBars = BarIndex() - ValueWhen(VolumeSpike, BarIndex
(),
> > 2);
> > SecondLastSpikeVal = ValueWhen(VolumeSpike, Volume, 2);
> >
> > SecondSpikeBars = ValueWhen(VolumeSpike, BarIndex(), -1) -
BarIndex();
> > SecondSpikeVal = ValueWhen(VolumeSpike, Volume, -1);
> >
> > Mike
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Vinay Gakkhar." <vgakkhar@>
> > wrote:
> >>
> >> Dear Mike,
> >>
> >> 1) Should I count number of days in LastSpikeBars and in
> > NextSpikeBars from Dec 11, 2007 ?
> >>
> >> 2) If I want to know when the spike previous to LastSpikeBars
took
> > place, or when the subsequent spike took place after
NextSpikeBars,
> > what should be my codes for that?
> >>
> >> Thanks for your help.
> >>
> >> Vinay
>
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