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TSV - This is my StocOBV which the same crossovers and peaks as TSV.
The curve does not match always. I am trying a ROC version and H+L/2
version so see if I can get closer to the original formula. This is closed
to the
Exponential version of TSV
Good place to start.
Var1:=Input("Period",2,40,16);
Var2:=Input("MA",1,20,2);
obvv:=Cum(If(C,>,Ref(C,-1),+V,If(C,<,Ref(C,-1),-V,0)));
Mov((obvv-LLV(obvv,var1))/
(HHV(obvv,var1)-(LLV(obvv,var1))),var2,E)*100;
This was my first attempt with an RSI of OBV and it is slosed to the Simple
version of TSV.
A:= Input("Period",2,40,12);
U:=If(C>Ref(C,-1),+V,0);
D:=If(C<Ref(C,-1),-V,0);
UE:=Mov(U,A,E);
DE:=Mov(Abs(D),A,E);
100-(100/(1+(UE/DE)));
Please feel free to post any refinements if you come up with something
closer yet.
Bill
----- Original Message -----
From: "jeff" <jcadman@xxxxxxxxxxxxxx>
To: <metastock@xxxxxxxxxxxxx>
Sent: Friday, May 17, 2002 8:10 PM
Subject: Re: Formula for TSV?
> Billherbert, I have also wanted to ask this same question so am
interested
> in the formula, how well / close does it come and could i also get a copy
of
> your formula Bill.
> Regards Jeff Cadman
> ----- Original Message -----
> From: "billhebert" <billhebert@xxxxxxxxxxx>
> To: <metastock@xxxxxxxxxxxxx>
> Sent: Saturday, May 18, 2002 8:27 AM
> Subject: Re: Formula for TSV?
>
>
> > Stephen,
> >
> > I have come close by taking the Stoch of OBV. You can set the time
period
> > and it is close to the Exponential TSV.
> >
> > If you look at the StochRSI formula, just substitute OBV and you come
> pretty
> > close. Another way that I have not
> > tried is simply taking a ROC of OBV for time period.
> >
> > I can send you my formula if you like.
> >
> > Bill
> >
> >
> > ----- Original Message -----
> > From: "Stephen Bell" <sbell@xxxxxxxxxxxxx>
> > To: <metastock@xxxxxxxxxxxxxxxxxx>
> > Sent: Monday, May 13, 2002 6:44 PM
> > Subject: Formula for TSV?
> >
> >
> > > Has anyone worked out a formula for the Worden (TC200) TimeSegmented
> > > Volume indicator?
> > >
> > > Thanks,
> > > Stephen Bell
> > >
> >
> >
>
>
> ---
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