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[amibroker] Ord Volume (Average Volume - ZigZag)



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I have used this AFL code but it does not come out to about the same 
numbers. The basic code is below found in the Amibroker Library file.

http://www.amibroker.com/library/formula.php?id=1018

The data is downloaded from Yahoo.
It uses ZigZags to find the lowest and highest points of a swing. It 
just takes the average volume of the swing up or down which excludes 
those volume swing point at the turns.

Take for example using : DIA (ETF)
On the prior swing the average volume was 15.12m on the upswing (should 
be 25m). Quite a bit of an error since swing point day was in error.
The latest down swing on DIA now is 18.49m (should be 22 m) to 7/26/08.

Does anyone know if there is a way this code can be adjusted for zigzag 
to be adjusted on the exact days to get about the same numbers. It must 
find the exact lows and highs for the numbers to come out right.

These are the latest numbers the Ord Volume chart is giving now for DIA 
(ETF).

http://img373.imageshack.us/my.php?image=mwsnap784wa1.jpg

Ord Volume charts you may find also on periodic updates Advisor corner 
on some of Ords newsletters.

http://www.decisionpoint.com/TAC/TopAdvisors.html



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