Exploration formula for detecting higher than average volume.

Adheer · #11 31st May 2008, 12:18 PM

Here you go - (This code assumes you have are running the intraday and EOD from the same database).

Code:

TimeFrameSet(inDaily);
vol_today = V;
vol_10d_ma = Ref(MA(V,10), -1); // 10-day MA of Vol (till yesterday)
Filter = ( vol_today > vol_10d_ma );
TimeFrameRestore();

Quote:

Originally Posted by vvvv

i want to use a simple volume breakout strategy.
1)volume of the stock is equal to or less than avg volume(u can specify any no of period as the avg).as per the eod charts.
2)i start the scan during my intraday trading
3)the scan detects - at tht particular time the traded intraday volume > avg volume (according to eod charts)

can u pls provide the code.

vvvv · #12 31st May 2008, 12:28 PM

actually ive got 2 diff databases in ami..1 for eod...1 for intraday..so wht do i need to do to change the code

mansukh · #13 31st May 2008, 08:05 PM

hello, i wud like a help...

i use qstick indicator with EMA.. i wud like to generate Buy/Sell Signal in case of crossovers... i need help in the coding.. In amibroker

_SECTION_BEGIN("qstick");
/* QStick from Tushar Chande. This indicator measures intraday momentum by
using the distance between the open and close of price over "n periods".
It is set at the default ( 8 ) periods that Chande suggest. */

MaxGraph=3;

Graph0=MA( C-O,8);

// The '0' line.
Graph1=0;
Graph1Style=5;
Graph1Style=styleNoLabel;
_SECTION_END();

_SECTION_BEGIN("EMA");
P = ParamField("Price field",-1);
Periods = Param("Periods", 15, 2, 200, 1, 10 );
Plot( EMA( P, Periods ), _DEFAULT_NAME(), ParamColor( "Color", colorCycle ), ParamStyle("Style") );
_SECTION_END();

Plz help.. Thanx.

Adheer · #14 31st May 2008, 08:46 PM

The modified code with the Buy-Sell indicators is in bold and red.

Code:

_SECTION_BEGIN("qstick");
/* QStick from Tushar Chande. This indicator measures intraday momentum by
using the distance between the open and close of price over "n periods".
It is set at the default ( 8 ) periods that Chande suggest. */

MaxGraph=3;

Graph0=MA( C-O,8);

// The '0' line.
Graph1=0;
Graph1Style=5;
Graph1Style=styleNoLabel;
_SECTION_END();

_SECTION_BEGIN("EMA");
P = ParamField("Price field",-1);
Periods = Param("Periods", 15, 2, 200, 1, 10 );
Plot( EMA( P, Periods ), _DEFAULT_NAME(), ParamColor( "Color", colorCycle ), ParamStyle("Style") );

go_short = Cross(EMA(P,Periods), Graph0);
go_long = Cross(Graph0, EMA(P, Periods));
PlotShapes( IIf( go_long, shapeUpArrow, IIf( go_short, shapeDownArrow, shapeNone) ), IIf( go_long , colorGreen, colorRed ), 0);
_SECTION_END();

mansukh · #15 31st May 2008, 11:34 PM

thanx a TON adheer.. it worked fine..
Plz help me out with this one. same problem.. i tried same method but didnt work..

_SECTION_BEGIN("TRIX");
periods = Param("Periods", 9, 2, 200, 1 );
Plot( Trix( periods ), _DEFAULT_NAME(), ParamColor("color", colorCycle ), ParamStyle("Style") );
_SECTION_END();

_SECTION_BEGIN("EMA");
P = ParamField("Price field",-1);
Periods = Param("Periods", 15, 2, 200, 1, 10 );
Plot( EMA( P, Periods ), _DEFAULT_NAME(), ParamColor( "Color", colorCycle ), ParamStyle("Style") );
_SECTION_END();