StockFetcher Forums · Filter Exchange · oh my god-this is crazy- how to know exactly the rsi-2 tops and bottoms<< 1 2 >>Post Follow-up
MARY4MONEY
806 posts
msg #84615
Ignore MARY4MONEY
modified
12/18/2009 6:59:23 AM

all you have to do is check the buy and sell volume when you are approaching a rsi-2 low or high- yesterday at spy low rsi-2 at 12%--spy sell 58 mil buys 76 mil dia 2.6 mil sell 3.7 mill buy- on dptr bottom at 0.74-- 66% buys--on yrcw bottom 60% buys

drew9
171 posts
msg #84642
Ignore drew9
12/18/2009 11:52:28 AM

This looks great. Where can you find the up vs down volume information for a particular stock or ETF?

Kevin_in_GA
4,548 posts
msg #84645
Ignore Kevin_in_GA
12/18/2009 12:16:05 PM

I'd like to know that as well - even if it is only EOD data.

machismo
115 posts
msg #84647
Ignore machismo
12/18/2009 12:44:58 PM

Go to http://www.advfn.com/p.php
Then Click on Trades from top
it will give buy vs sell volume, delayed. I've used it, somewhat helpful at times. You have to sign up, its free.

Kevin_in_GA
4,548 posts
msg #84650
Ignore Kevin_in_GA
12/18/2009 1:00:03 PM

Just frustrating that we can't get up and down volumes for end-of-day from SF.

straken
469 posts
msg #84651
Ignore straken
12/18/2009 1:05:43 PM

RT you can see from marketvolume.com but cost about 50 bones pm. They do have a free 30 day trial.

HTH

moby
314 posts
msg #84652
Ignore moby
12/18/2009 1:08:59 PM

"Just frustrating that we can't get up and down volumes for end-of-day from SF."

Maybe CHETRON, would know how to do this? :)



Kevin_in_GA
4,548 posts
msg #84653
Ignore Kevin_in_GA
12/18/2009 1:31:35 PM

How about

Fetcher[

set{direction, close - open}

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

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

/*THIS ASSIGNS THE TOTAL DAILY VOLUME TO EITHER RED OR GREEN*/

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

symlist(spy,dia,qqqq,iwm,gld,slv)

]



This ignores gaps, and focuses only on whether or not the candle is hollow or filled. Hollow = green, filled = red.

machismo
115 posts
msg #84656
Ignore machismo
modified
12/18/2009 2:15:41 PM

Kevin I am not sure I completely understand your filter, but looks very interesting. I'll try and compare it with ADVFN data and see how it works. Thanks.

Kevin_in_GA
4,548 posts
msg #84661
Ignore Kevin_in_GA
12/18/2009 3:05:20 PM

All it does is to see if the net change for today (close - open) is positive or negative. It assigns a 1 to either red or green and then multiplies that times the volume (obviously, only one gets the volume, since the other is assigned a 0). Then all I did was to make a 10 day MA of the red volume and the green volume.

When the greenMA is above the redMA, up volume has exceeded down volume over the last 10 days, which usually corresponds to a price increase. Conversely, if redMA is greater, then the price has probably been coming down.

THIS DOES NOT TAKE INTO ACCOUNT ANY PRICE DATA, ONLY PRICE DIRECTION FOR THE DAY. A low volume day with a big price increase will be less valued than a high volume day with a small change in price.

It would be better to have both up and down volumes separately for each day - so that on dojis, for example, the real volume action is reflected rather than just assigning everything to one or the other.

StockFetcher Forums · Filter Exchange · oh my god-this is crazy- how to know exactly the rsi-2 tops and bottoms<< 1 2 >>Post Follow-up

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