StockFetcher Forums · General Discussion · Filter that check Up Days Vol greater than Down Days<< >>Post Follow-up
mslattery@dc.rr.com
86 posts
msg #105419
Ignore mslattery@dc.rr.com
3/13/2012 5:40:29 PM

Does this filter already exist somewhere on the site.

I searched but did not find anything?

Thanks Michael

Kevin_in_GA
4,553 posts
msg #105425
Ignore Kevin_in_GA
3/13/2012 9:42:57 PM

You can try this (this is for the market as a whole, not for individual stocks):

Fetcher[
symlist(spy)
/*SET NYSE ADVANCING VOLUME / DECLINING VOLUME AS VARIABLES*/
set{var3,ind(^nvlu,close)}
set{var4,ind(^nvld,close)}

set{advancing_volume, sum(var3,10)}
set{declining_volume, sum(var4,10)}

draw advancing_volume on plot declining_volume
]



mslattery@dc.rr.com
86 posts
msg #105427
Ignore mslattery@dc.rr.com
3/13/2012 10:03:19 PM

Thanks Kevin:

I recently read that socks trending up show increased Vol on Up days as opposed to Down days.

Using the sum to compare the two give me an overview not unlike +DI vs -DI but what I wanted to accomplish was to utilize this filter in a Watch List to confirm that this was in fact taking place by a filter match.

The problem sounds simple but when you start to break it down and analyze it to produce a Yes/No answer it becomes a little more difficult.

Michael,



Kevin_in_GA
4,553 posts
msg #105435
Ignore Kevin_in_GA
modified
3/14/2012 11:12:24 AM

Here is another version I wrote a while back. It breaks up each days action into up and down volumes and then looks at the EMA(20) for up and down pressure:

Fetcher[



/*START BY BREAKING UP CANDLE PATTERN INTO UP AND DOWN PRESSURE*/
set{direction, close - open}
set{maxpressure, high - low}
set{pressure, abs(direction)}
set{uppressure, high - open}
set{downpressure, open - low}

/*DETERMINE IF DAY ENDS UP HOLLOW (UP) OR FILLED (DOWN)*/
set{filled, count(direction < -0.0,1)}
set{hollow, count(direction > 0.01,1)}

/*ASSIGN UP AND DOWN PRESSURE COMPONENTS - HOLLOW CANDLE GETS EXTRA UP PRESSURE, FILLED CANDLE GETS EXTRA DOWN PRESSURE*/
set{redprice, filled * pressure}
set{greenprice, hollow * pressure}

set{redpressure, redprice + downpressure}
set{greenpressure, greenprice + uppressure}

set{redpct, redpressure / maxpressure}
set{greenpct, greenpressure / maxpressure}

/*MULTIPLY UP AND DOWN PRESSURE PERCENTAGES BY DAILY VOLUME*/
set{redvolume, redpct * volume}
set{greenvolume, greenpct * volume}

/*EMA(20) OF BOTH UP AND DOWN VOLUME TO SMOOTH DATA*/
set{redMA, CEMA(redvolume,20)}
set{greenMA, CEMA(greenvolume,20)}
set{oscillator, greenMA - redMA}
set{null,0}

draw oscillator
draw redMA on plot null
draw greenMA on plot null
add column greenma
add column redma
add column oscillator

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


]




StockFetcher Forums · General Discussion · Filter that check Up Days Vol greater than Down Days<< >>Post Follow-up

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