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nkbaker
Posted : Thursday, March 15, 2012 3:10:06 PM
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Joined: 1/2/2005
Posts: 8

Can you provide a formula for writing a condition for xxxsuccessive volume down days, followed by a volume up day? Thanks

Bruce_L
Posted : Thursday, March 15, 2012 3:15:46 PM


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Joined: 10/7/2004
Posts: 65,138

No, I can't write a Personal Criteria Formula for this without a fixed number of days being specified. For example if it were one bar where volume was down followed by one bar where volume was up, it would be:

V > V1 AND V1 < V2

But if it were two bars where volume was down followed by one bar where volume was up, it would be:

V > V1 AND V1 < V2 AND V2 < V3

The pattern would continue as you added more bars where volume was down.

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-Bruce
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nkbaker
Posted : Friday, March 16, 2012 12:39:06 PM
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Joined: 1/2/2005
Posts: 8

Say that I want to know if today's up-volume is higher than any down-volume day over the past 10 trading days, and conversely if today's down-volume is higher than any up-volume day over the past 10 trading days.

Bruce_L
Posted : Friday, March 16, 2012 12:50:28 PM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138

A formula for a Pocket Pivot could be written as:

C > C1 AND V > ABS(C1 < C2) * V1 AND V > ABS(C2 < C3) * V2 AND V > ABS(C3 < C4) * V3 AND V > ABS(C4 < C5) * V4 AND V > ABS(C5 < C6) * V5 AND V > ABS(C6 < C7) * V6 AND V > ABS(C7 < C8) * V7 AND V > ABS(C8 < C9) * V8 AND V > ABS(C9 < C10) * V9 AND V > ABS(C10 < C11) * V10

And a formula for a Reversed Pocket Pivot could be written as:

C < C1 AND V < ABS(C1 > C2) * V1 AND V < ABS(C2 > C3) * V2 AND V < ABS(C3 > C4) * V3 AND V < ABS(C4 > C5) * V4 AND V < ABS(C5 > C6) * V5 AND V < ABS(C6 > C7) * V6 AND V < ABS(C7 > C8) * V7 AND V < ABS(C8 > C9) * V8 AND V < ABS(C9 > C10) * V9 AND V < ABS(C10 > C11) * V10



-Bruce
Personal Criteria Formulas
TC2000 Support Articles
nkbaker
Posted : Friday, March 16, 2012 1:44:32 PM
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Joined: 1/2/2005
Posts: 8

Thank you very much!

Bruce_L
Posted : Friday, March 16, 2012 1:55:18 PM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138

You're welcome.



-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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