see attachment :
S&C "Price+Volume=Price movement" by Tom ORD
// Volume cum
//----------------------------------------------------------
// cumulate the volume for each swing
// by reinsley
// Following the S&C "Price+Volume=Price movement by Tom ORD
// S&C's document is stored in Yahoo! files
// Mod of the Pivots And Prices formula
//----------------------------------------------------------
_SECTION_BEGIN( "Price" );
_N( Title = StrFormat( "{{NAME}} - {{INTERVAL}} {{DATE}} \nOpen %g
\nHigh %g \nLow %g \nClose %g (%.1f%%) {{VALUES}}", O, H, L, C,
SelectedValue( ROC( C, 1 ) ) ) );
Plot( C, "", colorBlack , styleCandle );
_SECTION_END();
_SECTION_BEGIN( "pivot" );
price = ParamToggle( "Plot Price", "Off|On", 1 );
num = Param( "trend", 4, 1, 10, 1 );
dist = 0.5 * ATR( 10 );
rightfig = Param( "rightfig ", 7, 1, 10, 1 );
xspace = Param( "GraphXSpace ", 10, 1, 20, 1 );
mHHV = HHV( H, num );
mLLV = LLV( L, num );
FirstVisibleBar = Status( "FirstVisibleBar" );
Lastvisiblebar = Status( "LastVisibleBar" );
for ( b = Firstvisiblebar + num; b <= Lastvisiblebar AND b < BarCount -
num; b++ )
{
i = num;
ml = 0;
mu = 0;
while ( i > 0 )
{
if ( L[b] < L[b+i] )
{
ml++;
}
if ( H[b] > H[b+i] )
{
mu++;
}
i--;
}
if ( ml == num AND L[B] == mLLV[B] )
{
PlotText( "\n *\n", b, L[b], colorGreen );
if ( price == 1 )
{
p = StrRight( NumToStr( L[b], 4.1 ), rightfig );
PlotText( "\n\n" + p, b - 2 , L[b] , colorGreen );
}
}
if ( mu == num AND H[B] == mHHV[B] )
{
PlotText( " *\n", b, H[b], colorRed );
if ( price == 1 )
{
p = StrRight( NumToStr( H[b], 4.1 ), rightfig );
PlotText( p , b - 2 , H[b] + dist[b] + 1, colorRed );
}
}
}
_SECTION_END();
// Vertical Daily Segment
segments = IIf( Interval() < inDaily, Day(), Month() );
segments = segments != Ref( segments , -1 );
Plot( segments, "", colorDarkBlue, styleHistogram | styleOwnScale |
styleDashed | styleNoLabel );
/*
Volbar = TimeFrameGetPrice( "V", in1Minute * 20, 0 );
_TRACE( "Volbar = " + Volbar );
*/
// Seconds Remaining
function GetSecondNum()
{
Time = Now( 4 );
Seconds = int( Time % 100 );
Minutes = int( Time / 100 % 100 );
Hours = int( Time / 10000 % 100 );
SecondNum = int( Hours * 60 * 60 + Minutes * 60 + Seconds );
return SecondNum;
}
RequestTimedRefresh( 1 );
TimeFrame = Interval();
SecNumber = GetSecondNum();
SecsLeft = SecNumber - int( SecNumber / TimeFrame ) * TimeFrame;
SecsToGo = TimeFrame - SecsLeft;
Secsleft = SecsToGo % 60 ;
Minleft = int( SecsToGo / 60 );
//Title = Title +"\n\\c07Min " + Minleft + "\n\\c05Secs " + Secsleft ;
Title = Title + "\n\\c07 " + Minleft + "\\c07 : " + "\\c07 " + Secsleft ;
// Zig-Hi-Zag-Lo formula
VolON = ParamToggle( "Plot Volume", "Off|On", 1 );
ZigON = ParamToggle( "Plot Zig", "Off|On", 1 );
pr = Param( "ZigZag change amount", 0.3, 0.05, 20, 0.05 );
pk = PeakBars( H, pr ) == 0;
tr = TroughBars( L, pr ) == 0;
zzHi = Zig( H, pr );
zzLo = Zig( L, pr );
Avg = ( zzHi + zzLo ) / 2;
x = IIf( pk, zzHi, IIf( tr, zzLo, IIf( Avg > Ref( Avg, -1 ), H, L ) ) );
zzHiLo = Zig( x, pr );
zzup = zzHiLo > Ref( zzHiLo, -1 ) ;
zzdn = zzHiLo < Ref( zzHiLo, -1 );
ribboncol = IIf( zzup , colorWhite, colorBlack );
// Plot the Zig ribbon
Plot ( 1, "", ribboncol, styleArea | styleOwnScale | styleNoLabel, 0, 100 );
if ( ZigON == 1 )
Plot( zzHiLo, "", ribboncol , styleNoLabel );
//Swing Volume
Volswing = Sum( V, BarsSince( zzup != Ref( zzup, -1 ) ) + 1 );
SwingBar = BarsSince( zzHiLo != Ref( zzHiLo, -1 ) );
// plot Volume at 5% from bottom's pane
percent = Param( "PositTextVol%", 5, 2, 90, 0.5 );
xshift = Param( "xshift %", 4, 1, 90, 0.5 );
yshift = Param( "yshift %", 3, 1, 90, 0.5 );
Miny = Status( "axisminy" );
Maxy = Status( "axismaxy" );
y = Miny + ( Maxy - Miny ) * percent / 100; // at 5 % above bottom of
the pane
FirstVisibleBar = Status( "FirstVisibleBar" );
Lastvisiblebar = Status( "LastVisibleBar" );
for ( i = Firstvisiblebar + 1; i <= Lastvisiblebar AND i < BarCount - 1;
i++ )
{
if ( zzup [i] AND zzup [ i+1] == 0 )
{
if ( VolON == 1 )
{
PlotText( "" + Volswing [ i] , i - xshift , H[i] + yshift ,
colorWhite );
}
}
if ( zzup [i] == 0 AND zzup [ i+1] == 1 )
{
if ( VolON == 1 )
{
PlotText( "" + Volswing [ i] , i - xshift , L[i] - yshift ,
colorBlack );
}
}
}
if ( VolON == 1 )
{
PlotText( "" + Volswing , i + 2 , zzHiLo[BarCount-1], LastValue(
ribboncol ) );
}
GraphXSpace = xspace;
Le 21/04/2010 09:45, [email protected] a écrit :
Hello,
This email message is a notification to let you know that
a file has been uploaded to the Files area of the amibroker
group.
File : /PriceVolume.pdf
Uploaded by : reinsley <[email protected] <mailto:reinsley%40yahoo.fr>>
Description : Stocks & Commodities V. 22:5 (68-71): Price + Volume =
Price Movement by Tim Ord
You can access this file at the URL:
http://groups.yahoo.com/group/amibroker/files/PriceVolume.pdf
<http://groups.yahoo.com/group/amibroker/files/PriceVolume.pdf>
To learn more about file sharing for your group, please visit:
http://help.yahoo.com/l/us/yahoo/groups/original/members/forms/general.htmlfiles
<http://help.yahoo.com/l/us/yahoo/groups/original/members/forms/general.htmlfiles>
Regards,
reinsley <[email protected] <mailto:reinsley%40yahoo.fr>>
