PureBytes Links
Trading Reference Links
|
Hello Ken,
Monday, September 24, 2001, 12:19:21 AM, you wrote:
KC> Roger,
KC> Please clarify your use of volume.
KC> Are you dividing up volume by total volume? What markets are you
KC> watching? What about down volume?
KC> How do you code for this strategy?
KC> Thanks
KC> Ken Cassorla
KC> ----- Original Message -----
KC> From: "Roger L. Shepherd" <mailrs@xxxxxxxxxx>
KC> To: <pooltreatments@xxxxxxxxxxxx>
KC> Cc: "Omega-list" <Omega-list@xxxxxxxxxx>
KC> Sent: Friday, September 21, 2001 9:10 AM
KC> Subject: Re: Problem with plotting volume as a symbol in chart
>> Hi Mike
>>
>> I am plotting the volume as a symbol. Up Volume is plotted as Data2
>> and total volume is plotted as Data 3
>> I think it has to be done this way as volume is an input to a system.
>> My system divides the close of data2 by the close of data 3 using 60
KC> minute
>> bars and triggers a signal based on the answer.
>>
>> Roger
>>
I am using the real-time e-signal NY market symbols $uvol and $tvol. dividing
up volume by total volume to creat a percent. This percent is used as
a system trigger, ie: long above a certain % short below.
--
Best regards,
Roger mailto:mailrs@xxxxxxxxxx
|