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Fernando,
I'm not in front of my home computer so do not have metastock to
work with. I'll work on the problem later.
In the mean time maybe someone else will have an opportunity to come
up with a solution.
Basically, we will need to make the day of the month variable and to
make the start coincide with each new month.
Preston
--- In equismetastock@xxxxxxxxxxxxxxx, "Fernando Santos"
<ptc_man3@xxx> wrote:
>
> Hi.
>
> First of all, let me thanks to Preston and mc for their help.
>
> Using the formula that Preston gave:
>
> tp:= 14; { time periods in RSI calculation}
> plot:= C;
> change:= ROC(plot,1,$ );
> Z:=Sum(If(change> 0,VOLUME, 0),tp);
> Y:=Sum(If(change< 0,Abs(VOLUME) ,0),tp);
> Ytemp:=If(y= 0,0.00001, y);
> RS:=Z/Ytemp;
> 100-(100/(1+ RS))
>
> The problem here is the time periods.
> As I said, I want to measure volume for each month.
> So using Jose's formulas:
>
> { User input }
> EOM:=Input("Final month's end: [1]True, [2]Current
> (dynamic)",1,2,1);
>
> { Choice of Static/Dynamic last EOM signal }
> EOM:=If(EOM=2,Cum(1)=LastValue(Cum(1)),
> DayOfMonth()=31);
>
> { Start of month }
> start:=Month()<>Ref(Month(),-1) OR Cum(1)=2;
>
> { End of month }
> end:=PeakBars(1,
> -(start OR Cum(IsDefined(start))=1),1)=0
> OR EOM;
>
> { Plot signals in own window }
> signal:=start-end;
>
> { Flag Month start and end }
> init:=Cum(IsDefined(start+end))=1;
> flag:=ValueWhen(1,start-end<>0 OR init,start);
>
> Do you see where the problem is?
> When a new month begins, he starts to sum the volume for that
> specific month. I cannot specified a time period for the sum of
the
> volume because that time period is give by each day of the month.
>
> Today is August 24, there is 16 tradind days so far in the month.
Of
> the 16 trading days, we have 6 days where the close was above the
> previous days close and 10 days where the close was below the
> previous days close.
>
> So as a result, I want to sum the volume for those 6 updays as up
> volume and sum the volume for those 10 downdays as down volume.
>
> The problem here is on how to select those 6 and 10 days as our
time
> period for the Sum() function.
>
> Did I make myself clear? This is a bit confuse to explain.
>
> Regards
>
>
>
> --- In equismetastock@xxxxxxxxxxxxxxx, "p_panther_73" <mchantzi@>
> wrote:
> >
> > Preston,
> >
> > The formula you gave can be simplified as follows:
> >
> > 100-(100/(1+RS))=100*RS/(1+RS)=100*Z/Y/(1+Z/Y)=100*Z/(Z+Y).
> >
> > Now, we can clearly see that under this simplified version, one
can
> > leave out the if condition for Y (since Z+Y>0).
> > What's more, since Z+Y is the total traded volume, one can write
> down:
> >
> > tp:=14;
> > RapidRsiVol=100*SUM(v*(c>ref(c,-1),tp)/sum(v,tp)
> >
> > (This one is taking in assumption that no days we'll have c=ref
(c,-
> > 1), anyway small difference it'll do.)
> >
> > The thing is however, that this will plot as easily can see the
> > fraction of traded volume for the up-days without taking in
> > consideration if they were in a row, as Fernardo wished it to be.
> >
> > In the formula i presented, what is actually plotted is the sum
of
> > volume for those days that we had c>ref(c,-1) in a row.
> > As an example, let's say we have 3 days in a row where prices
went
> > up. This formula will sum the volume for these 3 particular
trading
> > days. But, if tomorrow price goes down, the formula will return
a
> > zero.
> > Again, if i got correctly what was asked from the beginning.
> >
> > Regards,
> >
> > mc
> >
> > --- In equismetastock@xxxxxxxxxxxxxxx, pumrysh <no_reply@> wrote:
> > >
> > > Fernando,
> > >
> > > Let's take a look at the Rapid RSI which is a none smoothed
> > version.
> > > Here it is:
> > >
> > > Name: Rapid RSI
> > > Formula:
> > > tp:= 14; { time periods in RSI calculation}
> > > plot:= C;
> > > change:= ROC(plot,1,$);
> > > Z:=Sum(If(change>0,change,0),tp);
> > > Y:=Sum(If(change<0,Abs(change),0),tp);
> > > Ytemp:=If(y=0,0.00001,y);
> > > RS:=Z/Ytemp;
> > > 100-(100/(1+RS))
> > >
> > >
> > > In order to make the changes you want it would look like this:
> > >
> > > Name: Rapid RSI Vol
> > > Formula:
> > > tp:= 14; { time periods in RSI calculation}
> > > plot:= C;
> > > change:= ROC(plot,1,$);
> > > Z:=Sum(If(change>0,Volume,0),tp);
> > > Y:=Sum(If(change<0,Abs(Volume),0),tp);
> > > Ytemp:=If(y=0,0.00001,y);
> > > RS:=Z/Ytemp;
> > > 100-(100/(1+RS))
> > >
> > > Notice that the Z and Y variables are the sums you are looking
> for.
> > Z
> > > variable is positive and Y variable is negative. In the case
of
> the
> > > RSI it is then indexed.
> > >
> > > Hope this helps.
> > >
> > > Preston
> > >
> > >
> > >
> > >
> > > --- In equismetastock@xxxxxxxxxxxxxxx, "Fernando Santos"
> > > <ptc_man3@> wrote:
> > > >
> > > > Which RSI pumrysh?
> > > >
> > > > I found this two formulas:
> > > >
> > > > Q:=Input("Time Periods",1,1000,14);
> > > >
> > > > B:=Input("Field: 1=Close, 2=Open, 3=High, 4=Low,
> 5=Volume",1,5,1);
> > > >
> > > > Z:=If(B=1,Wilders(If(ROC(C,1,$)>0,ROC(C,1,$),0),LastValue
(Q)),If
> > > > (B=2,Wilders(If(ROC(O,1,$)>
> > > > 0,ROC(O,1,$),0)LastValue(Q)),If(B=3,Wilders(If(ROC(H,1,$)
>0,ROC
> > > > (H,1,$),0),LastValue(Q)),
> > > > If(B=4,Wilders(If(ROC(L,1,$)>0,ROC (L,1,$),0),LastValue
> > (Q)),Wilders
> > > (If
> > > > (ROC(V,1,$)>0
> > > > ,ROC(V,1,$),0),LastValue(Q))))));
> > > >
> > > > Y:=If(B=1,Wilders(If(ROC(C,1,$)<0,Abs(ROC
(C,1,$)),0),LastValue
> > > (Q)),If
> > > > (B=2,Wilders(If(ROC
> > > > (O,1,$) <0,Abs(ROC(O,1,$)),0),LastValue(Q)),If(B=3,Wilders(If
> (ROC
> > > > (H,1,$)<0,Abs
> > > > (ROC(H,1,$)),0),LastValue(Q)),If(B=4,Wilders(If(ROC(L,1,$)
0,Abs
> > (ROC
> > > > (L,1,$)),0),LastValue(Q))
> > > > ,Wilders(If(ROC(V,1, $)<0,Abs(ROC(V,1,$)),0),LastValue
(Q))))));
> > > >
> > > > RS:=Z/Y;
> > > >
> > > > 100-(100/(1+RS))
> > > >
> > > >
> > > > And this one:
> > > >
> > > > 100 - 100/
> > > > (1.+ If(Mov(If(P-Ref(P,-1)<0,-(P-Ref(P,-1)),0),23,E)
> =0,1000000,Mov
> > > (If
> > > > (P-Ref(P,-1)>0, P-Ref(P,-1), 0),23,E) /Mov(If(P-Ref(P,-1)<0,-
(P-
> > Ref
> > > > (P,-1)),0),23,E)))
> > > >
> > > > Maybe is the late hour that I'm writing this message but I
> didn't
> > > > understand your explanation
> > > >
> > > > regards
> > > >
> > > >
> > > >
> > > > --- In equismetastock@xxxxxxxxxxxxxxx, pumrysh <no_reply@>
> wrote:
> > > > >
> > > > > Fernando,
> > > > >
> > > > > Take a look at the RSI formula.
> > > > > Basically does what you want. To apply it to your
situation
> you
> > > > will
> > > > > need to change to the sum of the volume instead of the
close
> > but
> > > > > everything else would be the same.
> > > > >
> > > > > Preston
> > > > >
> > > > > --- In equismetastock@xxxxxxxxxxxxxxx, "Fernando Santos"
> > > > > <ptc_man3@> wrote:
> > > > > >
> > > > > > Hi.
> > > > > >
> > > > > > I'm having some problems with the Sum() and BarsSince()
> > function.
> > > > > >
> > > > > > What I want is to Sum the volume if and only when c>ref
(c,-
> 1)
> > > but
> > > > > by
> > > > > > the numbers of bars of that variable.
> > > > > >
> > > > > > Let me explain better, imagine that during this month,
the
> > > close
> > > > > was
> > > > > > higher then the previous days close 12 times.
> > > > > >
> > > > > > How can I say that I want to sum the volume for those 12
> > > specific
> > > > > days
> > > > > > when I need to know the time periods for the sum
function?
> > > > > >
> > > > > > Using barsince() doesn't seem to work since Sum()
doesn't
> > > > recognize
> > > > > > the barssince() result as time periods.
> > > > > >
> > > > > > Any ideas?
> > > > > >
> > > > > > Thanks
> > > > > >
> > > > >
> > > >
> > >
> >
>
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