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Sorry Yuki, I misunderstood when you said "either side" you meant buy or
sell, not either side of the signal
Try just rpelacing the ref(V,) with V to get the volume on the day of the
signal
AverageVol = cum( buy * V) / cum(Buy);
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 10:26 AM
To: Graham
Subject: Re: [amibroker] exploring for stats
Hi Graham,
Monday, December 29, 2003, 9:58:14 AM, you wrote:
G> Maybe try this as a simple answer
G> DayBefore = cum( buy * ref(V,-1) ) / cum(Buy);
G> DayAfter = cum( buy * ref(V,1) ) / cum(Buy);
G> With any luck this would work
Simple? ^^_^^ Okay, Yuki does not understand. I don't think (I might be
wrong) I'm interested in the day before or the day after. I want the
average volume for all the days when there were buys.
Based on your hints, I tried:
AddColumn(Cum(Buy * V) / Cum(Buy), "buys", format = 1.2);
This doesn't seem to be picking up all the longs with the simple filter =
buy statement.
Yuki
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