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Re: MKTIntraday cumulative vol



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Donald Thompson wrote:
> 
> Marcelo Martinez wrote:
> >
> > What do you use for volume?
> >
> > I have been trying  to use @NVA , @NVD , and @NVT out of BMI, but the
> > plots look very strange; for example, @NVT ( total volume) looks like a
> > saw tooth. Any comments?
> >
> > Marcelo
> 
> The formula would be @NVA-@xxx the trick is to consider that at the end
> of the day the closing value for the "net Volume" is now the zero
> starting place for the next days opening value of (@NVA-@xxx). and so on
> from day to day.... ie cumulatively.
> 
> It looks like a saw tooth since it total volume starts from zero and
> ends up in the 500M + range at the end of the day.
> 
> Don

Don

I went back and looked at @NVA,@NVD,and @NVT ; They all start at 0 ,
increase for a while ( say 1/2 hr) and then they break from about +30 to
-30 and start the climb again. How do you explain this? I thought volume
is always positive ; and what are those breaks which seem to be somewhat
regular?. Ultimately I would like to build and oscillator that includes
a/d issues as well as a/d volume ( like the Thrust oscillator)

Thanks for your help

Marcelo