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RUTrading  
#1 Posted : Thursday, March 7, 2013 9:03:01 PM(UTC)
RUTrading

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Joined: 6/12/2012(UTC)
Posts: 19
Location: South Africa - JHB

Hi,

I am trying to work out when volume is increasing

Volume past 10 days is 2 times the vol over the past 20 days

Code:
 Sum(V,10)*2>Sum(V,20)
I am trying to work out when the volume has increased for 5 consecutive periods?
Code:
Ref(V,-1)>Ref(V,-2) ANDRef(V,-2)>Ref(V,-3) ANDRef(V,-3)>Ref(V,-4)
I am not sure if I am doing my formulas right?? Would appreciate help
wabbit  
#2 Posted : Thursday, March 7, 2013 9:11:30 PM(UTC)
wabbit

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RUTrading wrote:
I am trying to work out when the volume has increased for 5 consecutive periods?
I'd be tempted to do something like this:
Code:
 sum(V>Ref(V,-1),5)=5;

wabbit [:D]

RUTrading  
#3 Posted : Friday, March 8, 2013 2:05:34 AM(UTC)
RUTrading

Rank: Member

Groups: Registered, Registered Users, Unverified Users
Joined: 6/12/2012(UTC)
Posts: 19
Location: South Africa - JHB

Thanks Wabbit,

Just wanted to hear your thoughts on the other formula "Volume past 10 days is 2 times the vol over the past 20 days." Is this the best way to do it?

Code:
 Sum(V,10)*2>Sum(V,20)
wabbit  
#4 Posted : Friday, March 8, 2013 3:58:23 AM(UTC)
wabbit

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If it produces the results you expect.... wabbit [:D]
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