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Hi List,
I'm looking for an indicator that on price upticks adds tick vol to a
previous total for price upticks only. And on price downticks adds tick vol
to a previous total for price downticks only; then allows you to net the
two.
This would produce a total of three different outputs: one for uptick vol on
price upticks only; one for downtick vol on price downticks only, and one
for the net difference of the two.
I'd also like to be able to change the number of bars in the analysis.
Can anyone direct me to such an indicator please.
TIA
Phil
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