four
5,087 posts
msg #85367
- Ignore four |
1/1/2010 2:05:30 AM
Article: On Balance Volume, Tom Aspray
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mystiq
650 posts
msg #85368
- Ignore mystiq |
1/1/2010 6:40:24 AM
nice article:
trying to duplicate the obv with wma21. but cannot code it correctly. so far seem to be stuck on:
*wma -OR- vma*
draw weekly vma(obv,21)
draw weekly vma(21) of obv(21)
draw weekly vMA(OBV(21),21)
draw weekly obv(21vma)
draw weekly obv(vma21)
ANY SUGGESTIONS ?
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Kevin_in_GA
4,599 posts
msg #85369
- Ignore Kevin_in_GA |
1/1/2010 8:25:44 AM
nice article:
trying to duplicate the obv with wma21. but cannot code it correctly. so far seem to be stuck on:
*wma -OR- vma*
draw weekly vma(obv,21)
draw weekly vma(21) of obv(21)
draw weekly vMA(OBV(21),21)
draw weekly obv(21vma)
draw weekly obv(vma21)
ANY SUGGESTIONS ?
++++++++++++++++++++++
The differences between a weighted MA and an EMA are small enough that you can simply use a custom EMA for this. This is built into the SF OBV function - just add the number of days you want the EMA to be in parentheses after "OBV"
Examples:
for weekly versions:
Kevin
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mystiq
650 posts
msg #85370
- Ignore mystiq |
1/1/2010 8:36:24 AM
Thx for the info Kevin....
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tomm1111
202 posts
msg #85371
- Ignore tomm1111 |
1/1/2010 10:50:06 AM
This might work using wma. The difference is small. The top plot is ema and the bottom is wma. Top plot is ema and bottom plot is wma.
Looking into this further something isn't right even if we use cema. It looks like there is an offset that is probably affecting the cwma as well.
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mystiq
650 posts
msg #85394
- Ignore mystiq |
1/1/2010 10:01:17 PM
...thanks Tom.
but using the info provided, the best display is I have found is:
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mystiq
650 posts
msg #85549
- Ignore mystiq |
1/5/2010 4:24:05 AM
*code alert*
can anybody code weekly OBV(21) where "the weekly OBV line crosses the weekly ema(21) line" ?
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chetron
2,817 posts
msg #85551
- Ignore chetron
modified |
1/5/2010 6:38:25 AM
NOT ALLOWED
thanx mystiq for getting this allowed.
clickable...
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mystiq
650 posts
msg #85553
- Ignore mystiq
modified |
1/5/2010 7:16:01 AM
mystiq 1/5/2010 4:24:05 AM
*code alert*
can anybody code weekly OBV(21) where "the weekly OBV line crosses the weekly ema(21) line" ?
chetron 1/5/2010 6:38:25 AM
NOT ALLOWED
@@@@@@@@@@@@@@@@@@@@@
Thanks Chetron, .....then can obv(1) crossing obv(21) be coded ?
@@@@@@@@@@@@@@@@@@@@@
Kevin_in_GA suggested this code-
- Ignore Kevin_in_GA 1/5/2010 6:59:20 AM
set{obvma, CMA(obv,21)}
obv above obvma
?::any more suggestions::?
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mystiq
650 posts
msg #85561
- Ignore mystiq |
1/5/2010 11:32:20 AM
...asked SF support and got:
weekly obv(21) crossed above weekly average obv(21)
(-.-)
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