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Several years ago I went round and round with TS support on this issue and
got nowhere. I got the impression they don't even understand it. I also
disagreed with the way they read in upvol, dnvol etc. as an index. If I
remember correctly. When they recieve it from a data source such as
signal(unless its tick data) it comes in the appropriate fields OHLC, Then
they take the close and move it to the volume field and delete the other
fields. This explanation might not be exact because it was several years
ago, But whatever it was it was equally as stupid.
Regards
Jerry
> -----Original Message-----
> From: Wayne Mathews [mailto:wayne@xxxxxxxxx]
> Sent: Tuesday, July 31, 2001 2:35 PM
> To: =omega list
> Subject: Re:GS Volume fields
>
>
>
>
>
> > While troubleshooting with a 3rd party ASCII import
> utility, I discovered
> > that EL' s "Volume" is calculated as follows:
> >
> > UpVolume + DownVolume + Unchanged Volume.
> >
>
> There is no unchanged volume in TS. At the next downtick (or
> uptick) all
> volume following at the same price is counted as down (or up).
>
> V or volume in TS only counts upticks in tick and minute charts, not
> downticks. Total volume = upticks + downticks.
>
> Also, if the corrected code is applied to a 1 tick chart, where the
> volume is listed at half its actual value (why does Omega do
> this?) the
> volume must be multiplied by 2.
>
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