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Thanks Dickie
A quick look at IWM leads me to believe there may
be some predictive value. I'll check out the articles.
Dave Fitch
----- Original Message -----
Sent: Wednesday, June 22, 2005 11:36
AM
Subject: [amibroker] Re: Need help with
writing a one line code for a scan
Dave - I presume you mean the theory behind the code.
FVE (finite
volume element) is a money flow indicator which takes the best
of on-
balance volume and Chaikin MF. I've charted it against OBV and
CMF
and found it to be more indicative of money flow. FVE was put
forward by Markos Katsanos and is explained in detail in the April
and
the Sept 2003 TASC (the Sept article has a slight modification so
it can
be used on intraday data). As for the basic code itself - its
in my
first post on this topic.
I have overlaid it on the price chart (using
StyleOwnScale). I
simply want to scan for stocks which shows the FVE
crossing the price
of the stock on the price chart. Sounds simple
enough. But I can't
seem to figure it out.
Dickie
--- In amibroker@xxxxxxxxxxxxxxx, "David Fitch"
<davidfitch@xxxx>
wrote:
> Dickie
> Can you give us the
reference or rationale for FVE . IE How was it
put together.
>
Thanks
> Dave Fitch
>
> ----- Original Message
-----
> From: Dickie Paria
> To:
amibroker@xxxxxxxxxxxxxxx
> Sent: Wednesday, June 22, 2005
7:53 AM
> Subject: [amibroker] Need help with writing a one
line code for a
scan
>
>
> Below is the
afl code for overlaying a money flow indicator onto
the
> price chart. Normally - the money flow and the
prices move in
> unison. Once in a while - there is a
divergence and the money
flow
> goes in one direction
and the price in another. Looks very
dramatic
>
on the chart.
> Qts - how can I write a line of code that
allows me to scan for
> stocks where the money flow
indicator (FVE in the code) cuts the
> price line on the
price chart?
>
>
********************************************************
>
Col = IIf(Close>Ref(Close,-1), colorGreen,colorRed);
>
Plot(Close,"Price", Col, styleBar);
>
>
Col=IIf(Close>Ref(Close,-1),colorGreen,colorRed);
>
Plot(Close,"PRICE",COL,styleBar);
>
>
_SECTION_BEGIN("Volume");
> Plot( Volume, _DEFAULT_NAME(),
ParamColor("Color",
colorBlueGrey ),
> ParamStyle(
"Style", styleHistogram | styleOwnScale | styleThick,
>
maskHistogram ), 2 );
> _SECTION_END();
>
>
Col=IIf(Close>Ref(Close,-1),colorGreen,colorRed);
>
Plot(Close,"PRICE",COL,styleBar);
>
>
_SECTION_BEGIN("Price");
>
SetChartOptions(0,chartShowArrows|chartShowDates);
>
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g,
Hi
%
> g, Lo %g, Close %g (%.1f%%) Vol " +WriteVal( V, 1.0 ) +"
{{VALUES}}",
> O, H, L, C, SelectedValue( ROC( C, 1 ))
));
> Plot( C, "Close", ParamColor("Color", colorBlack ),
styleNoTitle
|
> ParamStyle("Style") | GetPriceStyle()
);
> _SECTION_END();
>
>
_SECTION_BEGIN("FVE");
> Period = 22;
>
> // users of v4.25 or higher can use Param to adjust
period in
real
> time
> // Period =
Param("FVE period", 22, 10, 80, 1 );
>
> MF = C -
(H+L)/2 + Avg - Ref( Avg, -1 );
>
> Vc = IIf( MF >
0.003 * C, V,
> IIf( MF < -0.003 * C, -V, 0 ) );
>
> FVE = Sum( Vc, Period )/MA( V, Period )/Period *
100;
>
> Plot( FVE, "FVE", colorRed, styleOwnScale
);
>
> _SECTION_END();
>
>
>
>
> Please note that this group is for discussion
between users only.
>
> To get support from AmiBroker
please send an e-mail directly to
> SUPPORT {at}
amibroker.com
>
> For other support material please
check also:
> http://www.amibroker.com/support.html
>
>
>
>
>
>
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