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Re: [amibroker] Re: So Long Amibroker, [No Volume Charts]



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----- Original Message -----
From: ed nl
Sent: Saturday, June 25, 2005 3:27 PM
Subject: Re: [amibroker] Re: So Long Amibroker, [No Volume Charts]

is this anywhere close to the real thing?
 
Take a look at the attached.
 
 
/*

equivolume chart

*/


SetBarsRequired(10000,10000
);

evs =
Param( "EquiVolumeStep", 50e6, 0, 1e10, 10e6
);
equiVolumeStep = evs;
cumv =
0
;
cnt =
0
;
cnto =
0
;
Cnew =
0
;
Onew =
0
;
Lnew =
0
;
Hnew =
0
;
Lmin =
L[ 0
];
Hmax =
H[ 0
];

for (i = 0;i < BarCount
;i++) {

   cumv = cumv +
V
[ i ];

   
if
(cumv >= equiVolumeStep) {
      
      
for
(j = i - cnt;j < i;j++) {
      
         Lnew[ j ] = Lmin;
         Hnew[ j ] = Hmax;
         Onew[ j ] =
O
[ i - cnt ];
         Cnew[ j ] =
C[ i - 1
];
      
      }
      
      cumv =
0
;
      cnto = j; cnt =
0
;
      Lmin =
1e10
;
      Hmax =
0
;
      
   }
   cnt = cnt +
1
;
   Lmin =
Min(L
[ i ],Lmin);
   Hmax =
Max(H
[ i ],Hmax);


}

Lmin =
L
[ cnto ];
Hmax =
H
[ cnto ];
lcnt =
BarCount
- cnto;

for (i = cnto; i < BarCount
;i++) {

   
if (i == BarCount-1
) {

      
for (j = i - lcnt + 1
;j <= i;j++) {
      
         Lnew[ j ] = Lmin;
         Hnew[ j ] = Hmax;
         Onew[ j ] =
O[ i - lcnt + 1
];
         Cnew[ j ] =
C
[ i ];      
      
      }
   
   }

   Lmin =
Min(L
[ i ],Lmin);
   Hmax =
Max(H
[ i ],Hmax);   

}

C
= Cnew;
O
= Onew;
L
= Lnew;
H
= Hnew;

SetChartOptions(0, chartShowDates
);
GraphXSpace = 5
;
Plot(C,"",colorWhite,64
);
Title=Name()+ ", O: "+WriteVal(O)+ ", H: "+WriteVal(H)+ ", L: "+WriteVal(L)+ ", C: "+WriteVal(C);
 
 
 
 
 
----- Original Message -----
From: nkis22
Sent: Saturday, June 25, 2005 5:45 PM
Subject: [amibroker] Re: So Long Amibroker, [No Volume Charts]

Go here: http://www.incrediblecharts.com/technical/equivolume.htm





--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@x...>
wrote:
> No you are wrong. Equivolume has nothing to do with using volume as
any axis value.
> It draws price vs. TIME, but the bar pixel width is VARIABLE and
depends on volume of the bar. Fancy but NO DIFFERENT than NORMAL BAR
CHARTS
> other than variable pixel width of the bar.
>
> Please use www.google.com for more info.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
>   ----- Original Message -----
>   From: ed nl
>   To: amibroker@xxxxxxxxxxxxxxx
>   Sent: Saturday, June 25, 2005 4:25 PM
>   Subject: Re: [amibroker] Re: So Long Amibroker, [No Volume Charts]
>
>
>   well, I am actually not at all familiar with equivolume charts
but for a moment I thought it was just setting the X-axis to using
Volume and therefor wrote this email about a possible more general
feature (X + Y axis). But I don't think it is as simple as that.
>
>   Anyway X / Y axis charts for me is low priority.  The equivolume
sounds interesting,
>
>   rgds, Ed
>
>
>
>
>     ----- Original Message -----
>     From: Lesmond V
>     To: amibroker@xxxxxxxxxxxxxxx
>     Sent: Saturday, June 25, 2005 4:12 PM
>     Subject: [amibroker] Re: So Long Amibroker, [No Volume Charts]
>
>
>     1) No Al, never tried volume charts with stocks yet.
>
>     2) Ed, thanks for clarification. Now the difference
between "volume charts" and "equivolume charts" is clear.
>
>     Lesmond
>
>
>     --- In amibroker@xxxxxxxxxxxxxxx, Al Venosa` <avcinci@xxxx>
wrote:
>     > Thanks a lot, Lesmond. Looks intriguing. Ever used if for
stocks?
>     >
>     > Al Venosa
>     >
>     > On 6/25/05, ed nl <ed2000nl@xxxx> wrote:
>     > >
>     > > hi,
>     > >  Amibroker is based on time as the X-axis. Equivolume
charts could be
>     > > drawn if Amibroker would have a setting where the Y-axis as
well as the
>     > > X-axis could be chosen by the user. Then you could make
volume versus price
>     > > charts for instance but it would also enable to draw
results of statistical
>     > > studies to a chart. I also asked for such a feature a year
ago or so.
>     > >  rgds, Ed
>     > >  
>     > > ----- Original Message -----
>     > > *From:* Lesmond V <ebsn247@xxxx>
>     > > *To:* amibroker@xxxxxxxxxxxxxxx
>     > > *Sent:* Saturday, June 25, 2005 3:37 PM
>     > > *Subject:* [amibroker] Re: So Long Amibroker, [No Volume
Charts]
>     > >
>     > > Al,
>     > >
>     > > What Steve means is that volume charts are most popular
among futures
>     > > traders and not stock traders. Technically you can set you
IBM stock
>     > > to let's say 10,000 volume bars.
>     > >
>     > > The most economical way to test volume charts is to use
SierraChart
>     > > software with IB feed.
>     > >
>     > > I was also a bit confused when someone on this forum
mentioned
>     > > "equivolume" charts some time ago. I had "equivolume" eod
(!) charts
>     > > available in my old MetaStock for DOS 10 years ago (I don't
remember
>     > > what they were all about).
>     > >
>     > > Let's clarify for TJ what we mean by "volume charts" here:
>     > >
>     > > 2000 volume chart:
>     > >
>     > > each bar is completed when the number of contracts/shares
reaches
>     > > 2000. After that the next bar starts and 2000 count starts
again.
>     > >
>     > > So "volume charts" are just like "tick charts" but based on
volume
>     > > (number of contracts/shares) instead of on ticks.
>     > >
>     > > Lesmond
>     > >
>     > >
>     > > --- In amibroker@xxxxxxxxxxxxxxx, Al Venosa` <avcinci@xxxx>
wrote:
>     > > > Hi, Steve,
>     > > >
>     > > > I'm not familiar with volume charting. Why is it not
amenable to
>     > > stock
>     > > > traders? For example, why couldn't you create bars
representing,
>     > > say, IBM's
>     > > > OHLC of 10,000 shares or whatever? Just curious.
>     > > >
>     > > > Al Venosa
>     > > >
>     > > > On 6/25/05, scourt2000 <stevehite@xxxx> wrote:
>     > > > >
>     > > > >
>     > > > > Joe,
>     > > > >
>     > > > > eSignal/TradeStation/Sierra Chart/Ensign all have
volume charting
>     > > > > capability. Tomasz said they he would try to get this
in the next
>     > > > > few beta releases coming up. Here's my repost from the
amibroker-
>     > > > > beta group describing it. What Amibroker also needs is
way to
>     > > > > backtest large amounts of tick/volume bars:
>     > > > >
>     > > > > [note to traders who have never heard of volume price
bars: no,
>     > > it's
>     > > > > not equivolume charting]
>     > > > >
>     > > > > 1. Support for price bars that represent a fixed volume
size. For
>     > > > > those not familiar with this feature which is supported
in
>     > > eSignal,
>     > > > > an ER 250v would represent the Russell 2K e-mini
futures contract
>     > > > > where each price bar represents the open/high/low/close
of 250
>     > > > > contracts.
>     > > > >
>     > > > > 2. Support for backtesting of large amounts of
tick/volume bar
>     > > data.
>     > > > > This would require a plugin that could read a data
source (like an
>     > > > > eSignal tick formatted file) and compress tick/volume
interval
>     > > bars
>     > > > > on the fly. With this, I could scan years worth of
tick/volume
>     > > > > interval bar data without memory overload problems.
>     > > > >
>     > > > > Volume charting is used mainly by futures traders, not
stock
>     > > > > traders. Unlike tick charts, volume charts can be
reproducible
>     > > bar-
>     > > > > for-bar in backtests and they tend to be smoother. If
you've ever
>     > > > > traded futures off of volume bars, you'll probably
never go back
>     > > > > looking at minute charts for the trading chart you take
actual
>     > > > > entry/exit signals off of.
>     > > > >
>     > > > > Steve
>     > > > >
>     > > > >
>     > > > >
>     > > > >
>     > > > > 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 <http://amibroker.com> <
>     > > http://amibroker.com>
>     > > > >
>     > > > > For other support material please check also:
>     > > > > http://www.amibroker.com/support.html
>     > > > >
>     > > > >
>     > > > > Yahoo! Groups Links
>     > > > >
>     > > > >
>     > > > >
>     > > > >
>     > > > >
>     > > > >
>     > > > >
>     > > > >
>     > >
>     > >
>     > >
>     > >
>     > > 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 <http://amibroker.com>
>     > >
>     > > For other support material please check also:
>     > > http://www.amibroker.com/support.html
>     > >
>     > >
>     > >
>     > >
>     > >
>     > >  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 <http://amibroker.com>
>     > >
>     > > For other support material please check also:
>     > > http://www.amibroker.com/support.html
>     > >
>     > > 
>     > >
>     > >
>     > >  ------------------------------
>     > > YAHOO! GROUPS LINKS
>     > >
>     > >
>     > >    - Visit your
group "amibroker<http://groups.yahoo.com/group/amibroker>"
>     > >    on the web.
>     > >     - To unsubscribe from this group, send an email to:
>     > >    amibroker-unsubscribe@xxxxxxxxxxxxxxx<amibroker-
unsubscribe@xxxxxxxxxxxxxxx?subject=Unsubscribe>
>     > >     - Your use of Yahoo! Groups is subject to the Yahoo!
Terms of
>     > >    Service <http://docs.yahoo.com/info/terms/>.
>     > >
>     > >
>     > >  ------------------------------
>     > > 
>     > >
>
>
>
>
>     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
>
>
>
>
>
>     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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>
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>        
>       b..  To unsubscribe from this group, send an email to:
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>        
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>
>
> --------------------------------------------------------------------
--------




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





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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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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