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moving average of down day only volume (or up day)? Rate this Topic:
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wpalermo
Posted : Saturday, March 12, 2011 12:08:16 PM
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Joined: 5/4/2010
Posts: 18
 Anybody have a way of plotting a moving average of volume on days when close is lower than previous close(ignoring volume on up days) and vice versa. 
I would like to have a userinput to adjust the length of the MA.
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Bruce_L
Posted : Monday, March 14, 2011 8:33:51 AM


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Joined: 10/7/2004
Posts: 65,138
 Do you want the Moving Average of Down Volume within a certain number of Period x Bars or do you want the Moving Average of Volume for the most recent Period x Down Bars?
-Bruce
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wpalermo
Posted : Wednesday, March 23, 2011 4:28:33 PM
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Joined: 5/4/2010
Posts: 18
 Hi Bruce, I'm not sure I understand your question. Example:
x's are down days, o's are up (price)

XOXOXOXOXXXOOXX

I want the MA of the volume on the X days only. I am not sure how I want to handle the O days, probably just let MA go flat if it hits a string of O's but not drop.
Thanks
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Bruce_L
Posted : Wednesday, March 23, 2011 4:47:58 PM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138
 Let's say you have a 15-Period version of the Indicator (I chose 15 because there are 15 characters in your example).

Do you want to just include all the X Bars during the most recent 15-Bars (9 of the 15-Bars in your example):

'|******************************************************************
'|*** StockFinder RealCode Indicator - Version 5.0 www.worden.com
'|*** Copy and paste this header and code into StockFinder *********
'|*** Indicator:MA of Down Volume in Bars
'|******************************************************************
'# Period = UserInput.Integer = 15
Static Sum As Single
Static Count As Integer
If isFirstBar Then
    Sum = 0
    Count = 0
Else If Price.Last < Price.Last(1) Then
    Sum += Volume.Value
    Count += 1
End If
If CurrentIndex > Period AndAlso _
    Price.Last(Period) < Price.Last(Period + 1) Then
    Sum -= Volume.Value(Period)
    Count -= 1
End If
If CurrentIndex >= Period Then
    If Count > 0 Then
        Plot = Sum / Count
    Else
        Plot = Single.NaN
    End If
Else
    Plot = Single.NaN
End If

Or do you want to include the most recent 15-Down Bars no matter how far you need to go back to get those 15-Down Bars?

'|******************************************************************
'|*** StockFinder RealCode Indicator - Version 5.0 www.worden.com
'|*** Copy and paste this header and code into StockFinder *********
'|*** Indicator:MA of Down Volume Bars
'|******************************************************************
'# Period = UserInput.Integer = 15
Static Sum As Single
Static Past As New List(Of Single)
If isFirstBar Then
    Sum = 0
    Past.Clear
Else If Price.Last < Price.Last(1) Then
    Sum += Volume.Value
    Past.Add(Volume.Value)
End If
If Past.Count = Period Then
    Plot = Sum / Period
    Sum -= Past(0)
    Past.RemoveAt(0)
Else
    Plot = Single.NaN
End If
If isLastBar Then
    Past.Clear
End If
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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wpalermo
Posted : Wednesday, March 23, 2011 9:30:28 PM
Registered User
Joined: 5/4/2010
Posts: 18

I guess I will try it both ways, that question never even popped into my head.
You're awesome dude.
Thanks
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Bruce_L
Posted : Thursday, March 24, 2011 8:18:31 AM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138
 Do you want to try making the Up Volume versions on your own or do you need the RealCode for those as well?
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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wpalermo
Posted : Thursday, March 24, 2011 7:59:18 PM
Registered User
Joined: 5/4/2010
Posts: 18
 I will modify them as needed. (I think)
Thanks again.
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Bruce_L
Posted : Friday, March 25, 2011 9:30:27 AM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138
 You're welcome. We'll be here if you run into any problems making the modifications.
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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