[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: [amibroker] Re: Using peaks of volume



PureBytes Links

Trading Reference Links

Thank you Graham,

I will check this Thursday (double-shift tomorrow for me...) or Friday and will get back to you if it worked well. 

I really feel like I am walking in the desert because everyone seems to focus on very liquid markets while I do the opposite.  It's more complicated, but... well...    I need to make this work! ;-)

Louis


2008/7/1 Graham <kavemanperth@xxxxxxxxx>:

Again as I have stated in other emails, we need full details of what
you are trying to achieve. I answered just what you stated, how to
find the values before and after a certain bar.

If all you want is to enter when making a new HHV(V,25) then this is simply done

Buy = V > ref( HHV(V,25), -1);

or as there are many ways to climb a hill

Buy = HHVBars(h,25)==0;

Can go on with more but this should be enough



--
Cheers
Graham Kav
AFL Writing Service
http://www.aflwriting.com

2008/7/2 Louis Préfontaine <rockprog80@xxxxxxxxx>:

> Another small question... Sorry for not including it in the last message.
>
> In the formula that you suggested, the problematic bar is found because it
> is the HHV of the last 25 bars. However, because it is the HHV doesn't mean
> it is bad. I wanted to define the problematic bar as a bar that would have
> a volume 10 (or 20) times higher than the bar before and the bar after.
> There must be a way to do this, but I am not sure how.
>
> Thanks again,
>
> Louis
>
> 2008/7/1 Louis Préfontaine <rockprog80@xxxxxxxxx>:
>>
>> Hi Graham,
>>
>> What I am trying to do is to spot "fake" volume; that is, when there is a
>> big exchange with a volume that is not relevant.
>>
>> Here is what I tried (with your code):
>>
>> Bar10 = ValueWhen( HHVBars(H,25)==0, Ref(V,-1) );
>> Bar01 = ValueWhen( HHVBars(H,25)==0, Ref(V,1) );
>> Bar0 = ValueWhen( HHVBars(H,25)==0, V);
>>
>> Then I tried
>>
>> Buy = Bar0>Bar01;//I just wanted to see it it worked on a selected ticker
>> with the problem.
>>
>> But it didn't work. Bar 0 is the problematic bar and volume there is like
>> 50 times greater than Bar 10 or Bar 01. What is wrong with the code?
>>
>> Thanks,
>>
>> Louis
>>
>> 2008/7/1 Graham <kavemanperth@xxxxxxxxx>:
>>>
>>> You could try this to get volume on bars before and after the hhv bar
>>>
>>> Bar10 = valuewhen( hhvbars(h,25)==0, ref(v,-1) );
>>> Bar01 = valuewhen( hhvbars(h,25)==0, ref(v,1) );
>>>
>>> --
>>> Cheers
>>> Graham Kav
>>> AFL Writing Service
>>> http://www.aflwriting.com
>>>
>>> 2008/7/2 sidhartha70 <sidhartha70@xxxxxxxxx>:
>>>
>>> > Use something like,
>>> >
>>> > BarsSince(HHV(V,25));
>>> >
>>> >
>>> > --- In amibroker@xxxxxxxxxxxxxxx, "Louis Préfontaine" <rockprog80@xxx>
>>> > wrote:
>>> >>
>>> >> Hi again,
>>> >>
>>> >> Another question is puzzling me. Tried to find the answer in the
>>> > manual,
>>> >> but didn't found' it. Luckily, this one should be easy for most
>>> > experienced
>>> >> users.
>>> >>
>>> >> I want to get the HHV of volume of a bar HHV (V,25) but then be
>>> > able to
>>> >> reference the bar before that or after that. Is it possible to get the
>>> >> value of the HHV bar and then be able to get the date of that bar so
>>> > I could
>>> >> use it to determine what happened before or after that bar.
>>> >>
>>> >> E.g. Bar = HHV (V,25);
>>> >> Bar > ref (Bar,-1);
>>> >>
>>> >> Etc.
>>> >>
>>> >> Thanks,
>>> >>
>>> >> Louis
>>> >>
>>

__._,_.___

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




Your email settings: Individual Email|Traditional
Change settings via the Web (Yahoo! ID required)
Change settings via email: Switch delivery to Daily Digest | Switch to Fully Featured
Visit Your Group | Yahoo! Groups Terms of Use | Unsubscribe

__,_._,___