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Direct MessagesDate/Time: Thu, 25 Apr 2024 17:44:52 +0000
[Programming Help] - Pascal Willain Effective Volume and Active Boundaries Study
View Count: 1574
| [2018-12-23 13:46:08] |
| Alberto Gauer - Posts: 121 |
|
Hi there. Wanted to know if those studies are available in Sierra, perhaps they are under a different name? Effective Volume: Effective Volume EV = (Close[1] - Close[2] + TickSize) / (MathMax(High[1], High[2]) - MathMin(Low[1], Low[2]) + TickSize) * Volume[1] From 1 minute chart Find Median(|EV|, 1440) Recalculate per day. Large EV = Sum EV if |EV| > median Red Total EV = Sum White Small EV = Total - Large Blue plot small & large Breakout in the direction of the large Divergence between price and LEV - exit. or Effective Ratio = EMA(250)( LEV(i) / Volume(i) ) M1 charts 250 = one day. Active Boundaries: {- Filename: Active Boundaries -} var i, j, Bars: integer; sAvgPrice, sAB: TSeries; TV, TROI, FreeFloat: real; begin FreeFloat := CreateParameterReal('Free float', 1, 999999999, 1000000, true); Bars := CreateParameterInteger('Aantal bars weergeven', 1, 999, 100, true); { Indicator eigenschappen } with Indicator do begin RequiredBars := 999999; end; { Berekening } sAvgPrice := DivideSeriesBy(AddSeries(AddSeries(AddSeries(Open, High), Low), Close), 4); sAB := CreateSeries(BarCount); for i:=MaxInt(0, BarCount-Bars) to BarCount-1 do begin j := i; TV := Volume[j]; while (j > 0) and (TV < FreeFloat) do begin j := j-1; TV := TV + Volume; end; TROI := 0; while j <= i do begin TROI := TROI + Volume[j] * (Close - sAvgPrice[j]) / sAvgPrice[j]; j := j+1; end; if TV <> 0 then sAB := 100*TROI/TV; end; { Weergave } with CreateLine(sAB) do begin Name := 'AB'; Color := clWhite; end; end. |
| [2018-12-25 12:25:24] |
| Alberto Gauer - Posts: 121 |
|
Still waiting here too for the reply, please.
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