PureBytes Links
Trading Reference Links
|
Bob:
I've transferred your three indicators into TS4 and two of them won't verify
because "SetPlotColor" is not recognized by Easy Language. Is this a word
only used in TS2000, or would you know the solution to this problem?
John
----- Original Message -----
From: "Bob Perry" <bobperry@xxxxxxxxxxx>
To: "Omega List" <omega-list@xxxxxxxxxx>
Sent: Thursday, May 10, 2001 11:43 PM
Subject: RE: If I can stay awake.... part 4
> **BP Vol_IntraMom2 - indicator
> bpLRV - User function from Bob Fulks/TASC article
> Median - Omega user function
>
> In subgraph one or three, scale to screen.
>
> If "MedianOn" = True:
> Plot1: green = statistically; 75% of price changes are above this line.
> Plot2: red = LRV of volume change.
> Plot3: cyan/magenta = wAverage of plot2.
> Plot4: red line = average minimum of last 10 days.
>
> If "MedianOn" = False:
> Plot1: green = actual volume change (normally would be a histogram).
> Plot2: red = LRV of volume change.
> Plot3: cyan/magenta = wAverage of plot2.
> Plot4: red line = average minimum of last 10 days.
>
>
> This indicator shows you how fast volume is changing in the market. You
> can actually see the volume peak at the opening and slowly taper off
> until it hits a minimum and then starts to pick back up in the
> afternoon. You can set your own "do not trade" zones during the day if
> you like. You might also be able to tell when buy/sell programs are
> kicking in.
>
>
> --- cut/copy from here --
>
> {Bob Perry 2/01, 5/01
> only use with time bar charts
> futures have 405 minutes, indexes only have 390 minutes
> Data1 = $VOLQE - NASDAQ Total Volume
> Data2 = $VOLU - NYSE Total Volume }
> {----- If you are using just one data stream: "High Data1 + High Data2"
> can be replaced with "High" -----}
>
>
> Inputs: FastLen(3),
> SlowLen(15),
> MedianOn(True) ; { line showing Avg 75% of changes above }
> Vars: BSS(0), { BSS = BarsSinceStart of Day }
> MOM(0),
> count(0),
> Sum(0),
> DaysBak(10),
> AvgMOM1(0),
> AvgMOM2(0) ;
> Arrays: minima[10](0), { line showing Avg minimum of changes }
> AvgMOM[10](0) ;
>
> If date <> date[1] then begin
> {---- AvgMOM ----}
> AvgMOM[1] = median( MOM, BSS-1 );
> sum = 0;
> for count = 10 downto 1 begin
> sum = sum + AvgMOM[ count ] ;
> end ;
> AvgMOM[0] = sum/10 ;
>
> for count = 10 downto 2 begin
> AvgMOM[ count ] = AvgMOM[ count-1 ] ;
> end;
>
> {---- minima ----}
> Minima[1] = Lowest( MOM, BSS ) ;
> sum = 0;
> for count = 10 downto 1 begin
> sum = sum + minima[ count ] ;
> end ;
> minima[0] = sum/10 ;
>
> for count = 10 downto 2 begin
> minima[ count ] = minima[ count-1 ] ;
> end;
>
> {---- reset BSS ----}
> BSS = 0;
> End;
>
> BSS = BSS + 1;
>
> If BSS > 1 then begin
> MOM = ( High Data1 - High[1] Data1 ) + ( High Data2 - High[1] Data2 ) ;
> If MedianOn = True then Value1 = ( AvgMOM[0] + Minima[0])/2 else Value1
> = MOM ;
> If BSS < FastLen then AvgMOM1 = bpLRV( MOM, BSS ) else AvgMOM1 = bpLRV(
> MOM, FastLen );
> If BSS < SlowLen then AvgMOM2 = waverage( AvgMOM1, BSS ) else AvgMOM2 =
> waverage( AvgMOM1, SlowLen );
> End;
>
> If AvgMOM2<AvgMOM2[1] then SetPlotColor(3, magenta);
>
> If Currentbar >= DaysBak * Round(( TimeToMinutes(Sess1EndTime) -
> TimeToMinutes(Sess1StartTime)) /BarInterval, 0 ) then begin
> Plot1( Value1, "MOMorMEDIAN" );
> {color:green,type:point,style:1,weight:1}
> Plot2( AvgMOM1, "AvgMOM1" ) ; {color:red,type:line,style:1,weight:1}
> Plot3( AvgMOM2, "AvgMOM2" ) ; {color:cyan,type:line,style:1,weight:2}
> Plot4( minima[0], "AvgMin" ) ;
> {color:yellow,type:point,style:1,weight:1}
> End;
>
> --- cut/copy to here --
>
> Bob Perry
> San Jose, CA
|