StockFetcher Forums · Filter Exchange · Separating up and down volumes<< 1 2 >>Post Follow-up
133 posts
msg #84466
Ignore decipherlinda
12/15/2009 3:28:33 PM

Thanks everyone. DMOBRIAN - appreciate the filter. Going to work with it now.

3,830 posts
msg #84521
Ignore Kevin_in_GA
12/16/2009 3:44:16 PM

I've been thinking about how to do this, if the raw data is not available from SF. A possible workaround would be to determine up and down daily volume (the full candle) for each day based on the close versus previous close, or the close versus the open (hollow vs. filled).

Something like this maybe ...


set{direction, close - close 1 day ago}

set{red, count(direction < -0.0,1)}
set{green, count(direction > 0.01,1)}

set{redvolume, red * volume}
set{greenvolume, green * volume}


set{redMA, CMA(redvolume,10)}
set{greenMA, CMA(greenvolume,10)}
set{TotalVolume, CMA(volume,10)}

draw TotalVolume
draw redMA on plot TotalVolume
draw greenMA on plot TotalVolume



This creates a 10 day moving average of both the red and green volume days. It lags a bit on catching the tops and bottoms, but seems to track the price movements fairly well. BUY when the greenMA is greater than the redMA, SELL when it is the other way. This is a very different way of thinking - trading entirely off of volume action rather than price action.



StockFetcher Forums · Filter Exchange · Separating up and down volumes<< 1 2 >>Post Follow-up

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