Re: Another Attempt to get Answers!

[Ron Augustine <RonAug@xxxxxxxx>]

Not sure I understand exactly what you want, but --as O.J. said-- I'll take
a stab at it--
          
First, you need to chart your two Indices on one chart and change the Price
Data/ Settings/ Volume/ to "Trade Volume" for each Index.
           
In your EL code you could do something like:
         
-------------------------------------
Vars: Vol1(0), Vol2(0), DT(0);
      
DT=Date;
 
{ The reason for using DT and not "Date" has been discussed here before }
            
If DT <> DT[1] then Begin      
  Vol1 =0; Vol2 =0;
End;
        
Vol1 = Vol1 + Volume of Data1;
Vol2 = Vol2 + Volume of Data2;
        
--------------------------------------
        
The "Vol1" and "Vol2" variables should contain the accumulative volume for
the day at any given bar, including the final bar of the day--
      
Hope this helps...
             
------------------------------------
At 10:14 AM 3/14/98 -0800, you wrote:
>I think my previous notes to the list have been drowned out by an
>unsolicited flood of ela code.. Or maybe no one knows the answer.
>Unfortunately if I can't get the problem solved I'll have to return the
>Signal box within 30 days and get my money back!
>
>Basically we need to get the total Nasdaq volume near the end of the day
>and decide if there's a signal or not. The Signal feed gives the total
>volume figure every few seconds during the day, so you'd think it would be
>simple to look at the number near the close and decide.
>
>Unfortunatey all I can get are "incremental" volume bars on intra-day
>charts... TradeStation cleverly hacks up the total number from the datafeed. 
>
>Applying the formula below we can get the total nasdaq volume during the
>day, BUT ONLY if it's used as data1. We can see the volume "ramp up" during
>the day.
>
>if date>date[1] then 
>   value1=v data1 else
>      value1=v data1 + value1[1];
> 
>Plot1(value1,"Vol of Data1");
>
>Too bad we need to use whatever index future we're trading as data1.
>Unfortunately, if we use the formula on data2 (after rewriting the data1
>references) it "approximately" works (unless the same volume stream is used
>for both data1 and data2) but the numbers are quite a ways off. The shorter
>the intraday bars, the greater the error.
>
>You'd think it would be possible to use a "daily" bar. Doing so we can see
>the price move up and down within the bar during the day. But in order to
>look at the volume it's necessary to use an indicator, and apparently the
>indicator will not update until the market closes. That's too late!
>
>Solution Providers, here's your chance! 
>Thanks,
>Phil