It looks to me like you are trying create Advance/Decline for DJI index. Why not use existing data? As far as Volume, I use Volume Zone Oscillator (described in IFTA 2009 journal - www.ifta.org) R = IIf(C > Ref(C,-1), V, -V); //store +V on UP day or -V Volume on DOWN day in R variable array. Then the ratio of R/V defines the oscillator. You can use the same concept to compute positive volume (on up day) and negative volume on down day) I hope this helps.
Regards Richard --- In [email protected], "triangle702000" <jkr...@...> wrote: > > I think OBV would give me the trend of pos. to neg. volume, but I'm looking > for the % of negative vol. > > I read a study which found a connection between days where 90%+ of the vol. > and pts. on the Dow were neg., followed closely by days where 80%+ of vol. > and pts were positive could indicate a change in the primary trend. I'd like > to track this in the form of a indicator. OBV would tell me if the trend of > pos. vol. is excelerating or not, but I like to see an actual number. Thanks. > -jim > > > > > > --- In [email protected], "wavemechanic" <fimdot@> wrote: > > > > Why not keep things simple and use OBV()? > > > > Bill > > ----- Original Message ----- > > From: triangle702000 > > To: [email protected] > > Sent: March 14, 2009 8:00 PM > > Subject: [amibroker] indicator- % of vol that is negative > > > > > > Hey everyone. I've been working on building an indicator and have been > > unable to get it to work.I've been using AB mostly for charting > > ,explorations,etc,and have only built a couple of very simple indicators up > > to this point,so I'm having a bit of a hard time with this and am hoping > > someone can point me in the right direction. > > > > Basically, I'd like to look at the Dow and find what % of the volume at > > the end of each day is negative and what % of the point change is negative > > and plot it as a line on a 0-100 scale.(it would look similar to an RSI). > > > > Each day,the indicator would tally up all of the negative point > > changes,and all the positive changes and find what % of the points were > > negative.It would also do the same for the vol. > > > > For example, pnp=tnp/(tpp+tnp)* 100; represents ,"the % of neg. points > > = total neg. pts / (total positive pts + total neg. points)*100" > > > > I'd would do the same for the volume and plot each line seperately on the > > same graph. > > > > I started by assigning each symbol in the Dow a variable, > > v_aa=Foreign("AA","V",1); (for the volume) > > p_aa=Foreign("AA","C",1); (for the points) > > > > I then used IIF to find which stocks closed lower than yesterday and > > assigned it a variable depending on whether it was positive or negative. > > np_aa= IIf (p_aa<Ref(p_aa,-1),Ref(p_aa,-1) - p_aa, 0); > > > > " /*if todays close is < yesterdays close,subtract todays close from > > yesterdays and assign it the varible "np_aa", else nothing*/" > > > > ..and again for positive close. > > pp_aa= IIf (p_aa<Ref(p_aa,-1),0,p_aa-Ref(p_aa,-1) ); > > > > "/*if todays close is < yesterdays close,do nothing, else subtract > > yesterdays close from todays and assign it the varible "pp_aa"*/ " > > > > So now I have a two lists of Dow stocks that have closed up for the > > day, closed down,and I add each list up to come up with a total of up > > points and a total of down points. > > > > /* find total up points. tpp="total positive points"*/ > > > > tpp =(pp_aa+ pp_axp+ pp_ba+ pp_bac+ pp_c+ pp_cat+ pp_cvx+ pp_dd+ pp_dis+ > > pp_ge+ pp_gm+ pp_hd+ pp_hpq+ pp_ibm+ pp_intc+ > > pp_jnj+ pp_jpm+ pp_kft+ pp_ko+ pp_mcd+ pp_mmm+ pp_mrk+ pp_msft+ > > pp_pfe+ pp_pg+ pp_t+ pp_utx+ pp_vz+ pp_wmt+ pp_xom); > > > > /* find total down points. tnp="total negative points"*/ > > > > tnp=(np_aa+ np_axp+ np_ba+ np_bac+ np_c+ np_cat+ np_cvx+ np_dd+ np_dis+ > > np_ge+ np_gm+ np_hd+ np_hpq+ np_ibm+ np_intc+ > > np_jnj+ np_jpm+ np_kft+ np_ko+ np_mcd+ np_mmm+ np_mrk+ np_msft+ > > np_pfe+ np_pg+ np_t+ np_utx+ np_vz+ np_wmt+ np_xom); > > > > I use the same method for finding the up and down volume. > > > > Then I find the % of the total points that is negative.. > > > > /* find the percentage of negative points. pnp="percentage of > > neg.points"*/ > > > > pnp=tnp/(tpp+tnp)* 100; > > > > Again I do the same for the volume. > > > > Now I have two seperate values that I want to plot on the same graph with > > a 0-100 scale,which I tried do this way... > > > > SetChartOptions(0,0,chartGrid10|chartGrid90); > > Plot(pnp,"% of neg. pts.",colorYellow); > > Plot(pnv,"% of neg. vol.",colorBlue); > > > > First,the header,or title (I'm not sure of the correct term) lists the > > stock which is displayed in the chart above the indicator.I thought using > > the foreign function would allow me to plot an indicator based on data > > other than the symbol that is being currently displayed. > > > > Also I have no data showing up in the indicator window. It says "empty" > > for both vol. and points. > > > > Sorry for the long post,I just wanted to give enough info.I hope I've > > been clear enough for people to have an idea what I'm trying to do.I'm sure > > I'm making this a lot more complicated than it needs to be,but like I said > > I'm still trying to get the hang of programming.If anyone could give me a > > few pointers and a nudge in the right direction it would be greatly > > appreciated. Thanks . -jim > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > ------------------------------------ > > > > **** IMPORTANT PLEASE READ **** > > This group is for the discussion between users only. > > This is *NOT* technical support channel. > > > > TO GET TECHNICAL SUPPORT send an e-mail directly to > > SUPPORT {at} amibroker.com > > > > TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at > > http://www.amibroker.com/feedback/ > > (submissions sent via other channels won't be considered) > > > > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > > http://www.amibroker.com/devlog/ > > > > Yahoo! Groups Links > > >
