[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re[2]: Problem with plotting volume as a symbol in chart



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