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Hi.
Shouldn't Cum(V) be independent from a time frame?
Cum(V) on a 5 min chart gives a complete diferent result if applied
on a 30 min chart.
This way it's a bit dificult to managed any kind of volume indicator
based on a intraday data.
Regards,
Fernando
--- In equismetastock@xxxxxxxxxxxxxxx, "p_panther_73" <mchantzi@xxx>
wrote:
>
> Well, when you calculate cum(v) and then take its value when you
> have a new day and subtract, you are actually getting the traded
> volume for all day long MINUS the volume of the bar where the
change
> of day happened. Thus and in order to get the cum(v) for the
> previous day, you simply use the ref(cum(v),-1).
>
> Regards,
>
> mc
>
> --- In equismetastock@xxxxxxxxxxxxxxx, "Fernando Santos"
> <ptc_man3@> wrote:
> >
> > Hi mc.
> >
> > Can you add a comment to the correction you've made? I'm the
newbie
> > guy regarding MSFL.
> >
> > The result skewed the results of the indicator.
> > Basically I'm plotting the ES overnight total volume session and
> the
> > alteration you've made forced the indicator to plot also the
> regular
> > market hour volume.
> >
> > thanks
> >
> >
> >
> >
> >
> > --- In equismetastock@xxxxxxxxxxxxxxx, "p_panther_73" <mchantzi@>
> > wrote:
> > >
> > > Roy is right about the cum limitations.
> > > But just in case you still want to use it, you should probably
> perform
> > > the following correction:
> > >
> > > Cum(V)-ValueWhen(1,newday,ref(Cum(V),-1))
> > >
> > > Regards,
> > >
> > > mc
> > >
> > > P.S. Roy I'm a newbie here, didn't know about your health
> problem.
> > > Wish you the very best.
> > >
> > > --- In equismetastock@xxxxxxxxxxxxxxx, "Roy Larsen" <rlarsen@>
> wrote:
> > > >
> > > > Hi Fernando
> > > >
> > > >
> > > > Thanks, I'm almost back to 100% fitness at 8 weeks after the
> op.
> > > >
> > > > I was nearly going to suggest the non-PREV approach but
didn't
> do so
> > > because of MetaStock's inability to keep large values of Cum(V)
> > > accurate. If the Cum(V) value stays below 6-7 significant
digits
> then
> > > it should be OK. Otherwise, expect the numbers to be off toward
> the
> > > right side of the chart, but probably still close enough to be
> useful.
> > > >
> > > >
> > > > Regards
> > > >
> > > > Roy
> > > >
> > > > ----- Original Message -----
> > > > From: Fernando Santos
> > > > To: equismetastock@xxxxxxxxxxxxxxx
> > > > Sent: Monday, September 22, 2008 10:06 AM
> > > > Subject: [EquisMetaStock Group] Re: total intraday volume
> > > >
> > > >
> > > > Hi Roy.
> > > >
> > > > It's nice to see that you're recovering well from the
> surgery.
> > > >
> > > > Thanks for the formula.
> > > > I'm not a fan of the PREV function. MS took almost 1 minute
> to plot
> > > > the indicator.
> > > >
> > > > After researching, I saw a formula that resembled some
other
> formula
> > > > were the PREV was removed and I tried the following:
> > > >
> > > > NewDay:=DayOfMonth()<>Ref(DayOfMonth(),-1);
> > > > Cum(V)-ValueWhen(1,newday,Cum(V))
> > > >
> > > > Thanks
> > > >
> > > > --- In equismetastock@xxxxxxxxxxxxxxx, "Roy Larsen"
> <rlarsen@>
> > wrote:
> > > > >
> > > > > Hi Fernando
> > > > >
> > > > >
> > > > > Try this.
> > > > >
> > > > > NewDay:=DayofMonth()<>Ref(DayofMonth(),-1);
> > > > > If(NewDay,V,PREV+V);
> > > > >
> > > > >
> > > > > Regards
> > > > >
> > > > > Roy
> > > > >
> > > > >
> > > > > ----- Original Message -----
> > > > > From: Fernando Santos
> > > > > To: equismetastock@xxxxxxxxxxxxxxx
> > > > > Sent: Sunday, September 21, 2008 9:48 AM
> > > > > Subject: [EquisMetaStock Group] total intraday volume
> > > > >
> > > > >
> > > > > Hi.
> > > > >
> > > > > How can we see the total volume made so far on a intraday
> chart?
> > > > > The objective is to have an indicator that's going to add
> each
> > > volume
> > > > > bar as the day progresses, giving us the total volume for
> the day.
> > > > >
> > > > > Thank you
> > > > >
> > > > >
> > > > >
> > > > >
> > > > >
> > > > > __________ NOD32 3457 (20080919) Information __________
> > > > >
> > > > > This message was checked by NOD32 antivirus system.
> > > > > http://www.eset.com
> > > > >
> > > >
> > > >
> > > >
> > > >
> > > >
> > > > __________ NOD32 3458 (20080921) Information __________
> > > >
> > > > This message was checked by NOD32 antivirus system.
> > > > http://www.eset.com
> > > >
> > >
> >
>
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