Specifically; I believe that the following code will do what you are
looking for. For a good test, set from:/to: dates as Dec 11, 2007 and
run your exploration across all stocks of NYSE, NASDAQ, AMEX. Using
my data provider, I get 4129 rows. If you just want to try with a
single symbol, use "A".
Mike
BackRef = 150;
VolumeSpike = (V>(MA(V,BackRef)+StDev(V,BackRef)));
LastSpikeBars = BarsSince(VolumeSpike);
LastSpikeVal = ValueWhen(VolumeSpike, Volume);
NextSpikeBars = ValueWhen(VolumeSpike, BarIndex(), 0) - BarIndex();
NextSpikeVal = ValueWhen(VolumeSpike, Volume, 0);
Filter = LastSpikeBars >= 0;
AddColumn(LastSpikeVal, "Last Spike");
AddColumn(LastSpikeBars, "Bars Ago", 4.0);
AddColumn(NextSpikeVal, "Next Spike");
AddColumn(NextSpikeBars, "Bars Later", 4.0);
_SECTION_BEGIN("Volume1");
Plot( Volume, _DEFAULT_NAME(), ParamColor("Color", colorBlueGrey ),
ParamStyle( "Style", styleHistogram | styleOwnScale | styleThick,
maskHistogram ), 2 );
_SECTION_END();
--- In [email protected], Graham <[EMAIL PROTECTED]> wrote:
>
> In ordert o see into future you will need to use Valuewhen function
>
> --
> Cheers
> Graham Kav
> AFL Writing Service
> http://www.aflwriting.com
>
>
>
> 2008/6/1 Vinay Gakkhar. <[EMAIL PROTECTED]>:
> > Dear Grahan,
> >
> > Thanks for your help.
> >
> > At present I calculate the number of days in the past period
since the last volume spike using the following formula:
> > BackRef = 150; // Number of days to look back
> > DaysSinceLastVolumeSpike = BarsSince(V>(MA(V,BackRef)+StDev
(V,BackRef)));
> >
> > Now I want to find the number of days in the future period till
the next volume spike.
> > For example, if today I select a past date (suppose 22nd Jan
2008) both in the 'from' and in the 'to' boxes of 'Range'
in 'Automatic Analyssis' and press the 'Explore', maybe it will show
to me that the next volume spike took place 9 days after 22nd Jan
2008.
> >
> > I hope I have explained in an understandable manner.
> >
> > Can you please guide me now?
> >
> > Best regards,
> >
> > Vinay
> >
> > On Sun, 01 Jun 2008 07:04:28 +0530, Graham <[EMAIL PROTECTED]>
wrote:
> >
> >> Not sure what you are asking
> >> What is the future that you want?
> >>
> >
> > ------------------------------------
> >
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> >
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> >
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> >
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>
