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Registered User Joined: 10/6/2014 Posts: 34
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Is there a way of figuring out what percentage of the volume is traded under the closing price of the day? Thank you
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Worden Trainer
Joined: 10/7/2004 Posts: 65,138
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It depends on what you mean by possible.
To do this in an exact fashion, we would need to use tick data. And there isn't much tick data available in StockFinder.
We could approximate it by assigning all of the volume of each bar in an intraday time frame to its closing price and the looping back through the data every time the price changed to find out which bars had lower prices.
We could even do something a bit fancier and only assign a percentage of the volume of each bar equal to the percentage of the bar that is below the current price.
I can't think of a way to do this which wouldn't be fairly resource intensive, but we can probably create something as long as it doesn't need to be exact.
-Bruce Personal Criteria Formulas TC2000 Support Articles
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Registered User Joined: 10/6/2014 Posts: 34
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Hi bruce,
The first way sounds like what I'm looking for. What would the code be for a indicator like that?
And is there a tutorial video for looping codes on stockfinder?
Thank you so much
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Worden Trainer
Joined: 10/7/2004 Posts: 65,138
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If you mean using tick data, I tried to explain in my previous response why this is not possible. About the closest we can get to this would be the last option given.
'|******************************************************************
'|*** StockFinder RealCode Indicator - Version 5.0 www.worden.com
'|*** Copy and paste this header and code into StockFinder *********
'|*** Indicator:Percent Volume Below Price
'|******************************************************************
Static StartBar As Integer
If isFirstBar OrElse _
Price.DateValue.DayOfYear <> Price.DateValue(1).DayOfYear Then
StartBar = CurrentIndex
End If
If StartBar <> 0 Then
Dim BelowVolume As Single = 0
Dim TotalVolume As Single = 0
For i As Integer = 0 To CurrentIndex - StartBar
Dim Top As Single = Price.High(i)
If Price.Value > Price.High(i) Then
BelowVolume += Volume.Value(i)
Else If Price.Value <= Price.Low(i) Then
BelowVolume += 0
Else
BelowVolume += Volume.Value(i) * _
(Price.Value - Price.Low(i)) / _
(Price.High(i) - Price.Low(i))
End If
TotalVolume += Volume.Value(i)
Next
If TotalVolume <> 0 Then
Plot = 100 * BelowVolume / TotalVolume
Else
Plot = Single.NaN
End If
Else
Plot = Single.NaN
End If
Assigning all of the value of a bar based on the value of the close of the bar would only be slightly shorter.
'|******************************************************************
'|*** StockFinder RealCode Indicator - Version 5.0 www.worden.com
'|*** Copy and paste this header and code into StockFinder *********
'|*** Indicator:Percent Volume Below Price
'|******************************************************************
Static StartBar As Integer
If isFirstBar OrElse _
Price.DateValue.DayOfYear <> Price.DateValue(1).DayOfYear Then
StartBar = CurrentIndex
End If
If StartBar <> 0 Then
Dim BelowVolume As Single = 0
Dim TotalVolume As Single = 0
For i As Integer = 0 To CurrentIndex - StartBar
Dim Top As Single = Price.High(i)
If Price.Value > Price.Value(i) Then
BelowVolume += Volume.Value(i)
End If
TotalVolume += Volume.Value(i)
Next
If TotalVolume <> 0 Then
Plot = 100 * BelowVolume / TotalVolume
Else
Plot = Single.NaN
End If
Else
Plot = Single.NaN
End If
-Bruce Personal Criteria Formulas TC2000 Support Articles
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Registered User Joined: 2/23/2010 Posts: 6
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I am trying to determine the latest float, percent shares held by insiders and total volume last 13 weeks. I added them to a chart, but no numbers are plotted or exported. How do I get the data to appear?
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Worden Trainer
Joined: 10/7/2004 Posts: 65,138
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Please contact technical support.
-Bruce Personal Criteria Formulas TC2000 Support Articles
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