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RE: [amibroker] exploring for stats



PureBytes Links

Trading Reference Links

Maybe try this as a simple answer

DayBefore = cum( buy * ref(V,-1) ) / cum(Buy);
DayAfter = cum( buy * ref(V,1) ) / cum(Buy);

With any luck this would work

Cheers,
Graham
http://groups.msn.com/asxsharetrading
http://groups.msn.com/fmsaustralia 

-----Original Message-----
From: Yuki Taga [mailto:yukitaga@xxxxxxxxxxxxx] 
Sent: Monday, 29 December 2003 8:49 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] exploring for stats


I have a system that generates both longs and shorts.  I would like to
explore and calculate the average volume on days when positions (either
side) are initiated. Unfortunately, my mind is kind of a blank when it comes
to programming for this kind of thing -- I am just a terrible algorithm
creator.  Can anyone help?

Yuki


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