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Re: Formula for TSV?



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OK Bill

Thanks

Theo

----- Original Message -----
From: "billhebert" <billhebert@xxxxxxxxxxx>
To: <metastock@xxxxxxxxxxxxx>
Sent: Sunday, May 19, 2002 10:50 PM
Subject: Re: Formula for TSV?


> Theo,
>
> Ron answered your question.  I answered another question which is a
problem
> if your period is to low.  You can get a divide by 0 problem if their is
no
> volume
> movement over a short time period.  My response below fixes that problem.
>
> BH
>
> ====================================================
>
> Theo,
>
> This is a common problem with the StocRSI as well as the StocOBV with
small
> periods..  I haven't tried this, but try replacing the line below with the
> line
> underneath.  It will introduce a less then 1% error but should get rid of
> the
> problem.  let me know how it works out, if it doesn't work I will work on
a
> solution.
>
> Bill
>
>
> replace 100-(100/(1+(UE/DE)));
>
> with
>
> 100-(100/(1+(UE/(DE+.000001))));
>
>
>
> ----- Original Message -----
> From: "Theo Lockefeer" <sky40912@xxxxxxxxx>
> To: <metastock@xxxxxxxxxxxxx>
> Sent: Sunday, May 19, 2002 2:35 AM
> Subject: Re: Formula for TSV?
>
>
> >
> > Hello Bill and List,
> >
> >  Tried both and these "look-alikes"
> > are both very usefull i think : especially on longer term charts i get
now
> > a good idea of "volume and trend"
> >
> > One thing  i did is replacing the input numbers by Fibonacci numbers
> > ( also Steve Karnish favorite numbers)
> >
> > when i did that with the Exponential version of TSV i got an error :
> > "this default value is greater than the maximum prompt value"
> > (not a major problem but has anyone any idea why i get this error
> >   ? and how to solve this little problem ?)
> >
> > no problem with the RSI of OBV
> >
> > so i tried. a "fibonacci variant of the RSI of OBV" like :
> >
> > A:= Input("Period",2,34,13);
> > 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)));
> >
> > i like the RSI 0f OBV better then the exponential version.
> >
> > Anyway :
> >
> > Thanks and good trading !
> >
> > Theo Lockefeer
> >
> >
> >
> >
> >
> > ----- Original Message -----
> > From: "billhebert" <billhebert@xxxxxxxxxxx>
> > To: <metastock@xxxxxxxxxxxxx>
> > Sent: Saturday, May 18, 2002 4:57 PM
> > Subject: Re: Formula for TSV?
> >
> >
> > > 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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> > >
> > >
> > >
> >
> >
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>
>
>


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