danv83
44 posts
msg #60967
- Ignore danv83 |
4/2/2008 1:06:57 AM
how can i seperate volume into up volume and down volume
????
i'd like to make a filter that derives an indicator based on up volume days and down volume days, in sf2 i see it right there in the key for volume it says "up volume, down volume"
the up/down volume is not correlated to up or down days necessarily , right?
i'd like to think it is based on uptick to downtick volume, can someone clarify this?
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nikoschopen
2,824 posts
msg #60968
- Ignore nikoschopen |
4/2/2008 3:31:54 AM
Are you merely wanting to screen for stocks with up (down) volume for the day or are you asking for a way to separate up days to down day within the last x days (eg. within the last 10 days, XYZ had 7 up days and 3 down days)?
UP VOLUME DAY
DOWN VOLUME DAY
UP/DOWN VOLUME RATIO
within the last 10 days
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danv83
44 posts
msg #61008
- Ignore danv83 |
4/2/2008 7:21:01 PM
nm, i see now the way sf shows up or down volume is just based on if the close is higher than the close one day ago... i was hoping it had something more intraday to it
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nikoschopen
2,824 posts
msg #61012
- Ignore nikoschopen |
4/2/2008 7:45:21 PM
Not really. You could have a stock closing higher on lighter volume than the previous day. Whether this might be helpful or not I cannot say but you could run the filter while the market is open to get an intraday cumulative volume, albeit delayed by 20 minutes.
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