 Platinum Customer
Joined: 3/31/2006
Posts: 3,207
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Bruce,
Below is the PP RC and the only adjutment I have made is the stock needs to close down at least 0.10 * ATR for its volume to be cinsidered a down day volume.
Can we also make an adjustment to the RC that it will avoid the Down Day volume if it happened on an Option expiration day.
For example lets assume 5 days ago was an option ex day and the stock closed down on that day on a surge in vol. Today the stock is up and teh volume is higher than all down day volumes in the last 10 days except the volume on the option exp day 5 days ago. I am looking for teh stock to screen through by having the RC avoid the looking at the volume on the option exp day.
This is what I use to identify Option Exp days
thanks
If 15 <= Price.DateValue.Day AndAlso _
Price.DateValue.Day <= 21 AndAlso _
Price.DateValue.DayOfWeek = 5 Then Pass
'# ATR = indicator.MyATRNormalizedvs.MidRin$AdjIPO
If CurrentIndex >= 11 Then
If Price.Last > Price.Last(1) Then
Dim LowerDownVolume As Boolean = True
For i As Integer = 1 To 6
If Price.Last(i) < Price.Last(i + 1) - 0.10 * ATR.Value(i + 1) AndAlso _
Volume.Value <= Volume.Value(i) Then
LowerDownVolume = False
Exit For
End If
Next
If LowerDownVolume = True Then
Pass
End If
End If
Else
SetIndexInvalid
End If
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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Maybe something like the following?
'# ATR = indicator.MyATRNormalizedvs.MidRin$AdjIPO
If CurrentIndex >= 11 Then
If Price.Last > Price.Last(1) Then
Dim LowerDownVolume As Boolean = True
For i As Integer = 1 To 6
If 15 <= Price.DateValue(i).Day AndAlso _
Price.DateValue(i).Day <= 21 AndAlso _
Price.DateValue(i).DayOfWeek = 5 Then
Else If Price.Last(i) < Price.Last(i + 1) - 0.10 * ATR.Value(i + 1) AndAlso _
Volume.Value <= Volume.Value(i) Then
LowerDownVolume = False
Exit For
End If
Next
If LowerDownVolume = True Then
Pass
End If
End If
Else
SetIndexInvalid
End If
-Bruce
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