Hi,
I'm not sure what you meant by "compare", but I believe that the
following will at least get you going.
The end result is a histogram such that the values are the ratio of
the HHV up days compared to the HHV down days.
Days where the HHV of up days was greater will be green and have a
value greater than 1. Days where the HHV of down days was greater
will be red and have a value less than 1. Days where the two HHV are
equal will be red (i.e. treated as down days) and will have a value
of 1.
For example; if the HHV of up days in the last x days was 1000 and
the HHV of down days in the same last x days was 800, then the
histogram bar will have a value of 1000/800 = 1.25 and be painted
green.
If the HHV of up days in the last x days was 800 and the HHV of down
days in the same last x days was 1000, then the histogram bar will
have a value of 800/1000 = 0.8 and be painted red.
The periods (i.e. x in the examples above) is a configurable
parameter.
The farther a value is from 1, the greater was the difference (i.e.
values approaching infinity mean HHV of up day volume was much
greater than HHV of down day volume, values approaching zero mean HHV
of down day volume was much greater than HHV of up day volume).
Periods = Param("Periods", 20, 1, 100, 1);
UpDayVolume = IIF(Close > Open, Volume, 0);
DownDayVolume = IIF(Close <= Open, Volume, 0);
HHVUpDayVolume = HHV(UpDayVolume, Periods);
HHVDownDayVolume = HHV(DownDayVolume, Periods);
ColorBars = IIF(HHVUpDayVolume > HHVDownDayVolume, colorGreen,
colorRed);
Plot(1, "Equal", colorDarkGrey, styleLine);
Plot(HHVUpDayVolume/HHVDownDayVolume, "Up:Down ratio", ColorBars,
styleHistogram);
Hope that helps,
Mike
--- In [email protected], "chorlton_c_hardy" <chorlton-c-
[EMAIL PROTECTED]> wrote:
>
> Hello All,
>
> Can anyone help with this coding problem?
>
> Over the last 'x' periods, I want to compare the HHV of Volume that
> occurred on a DownDay against the HHV of Volume that occurred on an
> Upday?
>
> where:
> UpDay = C > O
> DownDay = C < O
>
>
> Any ideas on how I could go about doing this?
>
> Thanks in advance..
>
