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Registered User
Joined: 4/3/2005
Posts: 41
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Is it possible, even if it means exporting data to Excel, to create an Up/Down volume ratio (for the major indexes) and an Advance/Decline ratio? Reason for asking is due to research by others.
For instance, Mark Boucher has tested that when 5 day moving avg of Up Volume over Total Volume exceeds 77% the S&P returns 25.3% annualized over the next 3 months.
For advance/decline, when the ratio of the 11 day moving avg of advances over 11 day moving avg of decliners exceeds 1.9 a similar type of move as above occurs.
Tim
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Worden Trainer
Joined: 10/1/2004
Posts: 18,819
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5-day Up Volume as a % of Total 5-day volume:
((((C>C1)*V)+((C1>C2)*V1)+((C2>C3)*V2)+((C3>C4)*V3)+((C4>C5)*V4))*-1)/(AVGV5*5)*100
Up volume/down volume ratio 11-day
((((C>C1)*V)+((C1>C2)*V1)+((C2>C3)*V2)+((C3>C4)*V3)+((C4>C5)*V4)+((C5>C6)*V5)+((C6>C7)*V5)+((C7>C8)*V7)+((C8>C9)*V8)+((C9>C10)*V9)+((C10>C11)*V10))+1)/((((C<C1)*V)+((C1<C2)*V1)+((C2<C3)*V2)+((C3<C4)*V3)+((C4<C5)*V4)+((C5<C6)*V5)+((C6<C7)*V5)+((C7<C8)*V7)+((C8<C9)*V8)+((C9<C10)*V9)+((C10<C11)*V10))+1)
- Craig
Here to Help!
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 Gold Customer
Joined: 11/17/2007
Posts: 28
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In TC2000 12.4 Platinum, is it possible to stream watchlist data into Excel for live analysis? End of day data would be fine too if can't do live.
If so how can it be done?
Ken D
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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It is not possible to stream data into Excel from any version of TC2000. You can export only one symbol at a time in TC2000 version 12.4. If you want to export an entire WatchList of data at a time, you would need to use TC2000 version 7.
Exporting data to text format - comma, space or tab delimited
-Bruce
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Gold Customer
Joined: 3/3/2013
Posts: 57
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Please help w/ a Up/Down Volume Ratio PCF.
Thesis: Up/Down Volume Ratio = ratio of toatal volume on up-closing days, divided by the total volume on down-closing days, over 50 trading sessions.
A value of >1 usually indicates more buying than selling interest, & a value <1 indicates greater selling. Accumulation/Distribution
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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Please try the following Indicator Formula.
(V * (C > C1) + V1 * (C1 > C2) + V2 * (C2 > C3) + V3 * (C3 > C4) + V4 * (C4 > C5) + V5 * (C5 > C6) + V6 * (C6 > C7) + V7 * (C7 > C8) + V8 * (C8 > C9) + V9 * (C9 > C10) + V10 * (C10 > C11) + V11 * (C11 > C12) + V12 * (C12 > C13) + V13 * (C13 > C14) + V14 * (C14 > C15) + V15 * (C15 > C16) + V16 * (C16 > C17) + V17 * (C17 > C18) + V18 * (C18 > C19) + V19 * (C19 > C20) + V20 * (C20 > C21) + V21 * (C21 > C22) + V22 * (C22 > C23) + V23 * (C23 > C24) + V24 * (C24 > C25) + V25 * (C25 > C26) + V26 * (C26 > C27) + V27 * (C27 > C28) + V28 * (C28 > C29) + V29 * (C29 > C30) + V30 * (C30 > C31) + V31 * (C31 > C32) + V32 * (C32 > C33) + V33 * (C33 > C34) + V34 * (C34 > C35) + V35 * (C35 > C36) + V36 * (C36 > C37) + V37 * (C37 > C38) + V38 * (C38 > C39) + V39 * (C39 > C40) + V40 * (C40 > C41) + V41 * (C41 > C42) + V42 * (C42 > C43) + V43 * (C43 > C44) + V44 * (C44 > C45) + V45 * (C45 > C46) + V46 * (C46 > C47) + V47 * (C47 > C48) + V48 * (C48 > C49) + V49 * (C49 > C50)) / (V * (C < C1) + V1 * (C1 < C2) + V2 * (C2 < C3) + V3 * (C3 < C4) + V4 * (C4 < C5) + V5 * (C5 < C6) + V6 * (C6 < C7) + V7 * (C7 < C8) + V8 * (C8 < C9) + V9 * (C9 < C10) + V10 * (C10 < C11) + V11 * (C11 < C12) + V12 * (C12 < C13) + V13 * (C13 < C14) + V14 * (C14 < C15) + V15 * (C15 < C16) + V16 * (C16 < C17) + V17 * (C17 < C18) + V18 * (C18 < C19) + V19 * (C19 < C20) + V20 * (C20 < C21) + V21 * (C21 < C22) + V22 * (C22 < C23) + V23 * (C23 < C24) + V24 * (C24 < C25) + V25 * (C25 < C26) + V26 * (C26 < C27) + V27 * (C27 < C28) + V28 * (C28 < C29) + V29 * (C29 < C30) + V30 * (C30 < C31) + V31 * (C31 < C32) + V32 * (C32 < C33) + V33 * (C33 < C34) + V34 * (C34 < C35) + V35 * (C35 < C36) + V36 * (C36 < C37) + V37 * (C37 < C38) + V38 * (C38 < C39) + V39 * (C39 < C40) + V40 * (C40 < C41) + V41 * (C41 < C42) + V42 * (C42 < C43) + V43 * (C43 < C44) + V44 * (C44 < C45) + V45 * (C45 < C46) + V46 * (C46 < C47) + V47 * (C47 < C48) + V48 * (C48 < C49) + V49 * (C49 < C50))
-Bruce
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Gold Customer
Joined: 3/3/2013
Posts: 57
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Bruce,
I like it & thank you for the PCF!
For a period < 50 bars, I would just take off both sides of the formula? For example, if I wanted a 49 day period I would eliminate the following:
+V49 * (C49 < C50)
+ V49 * (C49 > C50)
Thank you again!
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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That is exactly what you would need to do to shorten the formula. if it gets too short, you might want to add some sort of term to the denominator (like + .00001) to avoid division by zero issues.
-Bruce
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