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[EquisMetaStock Group] Re: total intraday volume



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Well, when you calculate cum(v) and then take its value when you 
have a new day and subtract, you are actually getting the traded 
volume for all day long MINUS the volume of the bar where the change 
of day happened. Thus and in order to get the cum(v) for the 
previous day, you simply use the ref(cum(v),-1).

Regards,

mc

--- In equismetastock@xxxxxxxxxxxxxxx, "Fernando Santos" 
<ptc_man3@xxx> wrote:
>
> Hi mc.
> 
> Can you add a comment to the correction you've made? I'm the newbie
> guy regarding MSFL.
> 
> The result skewed the results of the indicator.
> Basically I'm plotting the ES overnight total volume session and 
the
> alteration you've made forced the indicator to plot also the 
regular
> market hour volume.
> 
> thanks
> 
> 
> 
> 
> 
> --- In equismetastock@xxxxxxxxxxxxxxx, "p_panther_73" <mchantzi@>
> wrote:
> >
> > Roy is right about the cum limitations.
> > But just in case you still want to use it, you should probably 
perform
> > the following correction:
> > 
> > Cum(V)-ValueWhen(1,newday,ref(Cum(V),-1))
> > 
> > Regards,
> > 
> > mc
> > 
> > P.S. Roy I'm a newbie here, didn't know about your health 
problem.
> > Wish you the very best.
> > 
> > --- In equismetastock@xxxxxxxxxxxxxxx, "Roy Larsen" <rlarsen@> 
wrote:
> > >
> > > Hi Fernando
> > > 
> > > 
> > > Thanks, I'm almost back to 100% fitness at 8 weeks after the 
op.
> > > 
> > > I was nearly going to suggest the non-PREV approach but didn't 
do so
> > because of MetaStock's inability to keep large values of Cum(V)
> > accurate. If the Cum(V) value stays below 6-7 significant digits 
then
> > it should be OK. Otherwise, expect the numbers to be off toward 
the
> > right side of the chart, but probably still close enough to be 
useful.
> > > 
> > > 
> > > Regards
> > > 
> > > Roy
> > > 
> > >   ----- Original Message ----- 
> > >   From: Fernando Santos 
> > >   To: equismetastock@xxxxxxxxxxxxxxx 
> > >   Sent: Monday, September 22, 2008 10:06 AM
> > >   Subject: [EquisMetaStock Group] Re: total intraday volume
> > > 
> > > 
> > >   Hi Roy.
> > > 
> > >   It's nice to see that you're recovering well from the 
surgery.
> > > 
> > >   Thanks for the formula.
> > >   I'm not a fan of the PREV function. MS took almost 1 minute 
to plot
> > >   the indicator.
> > > 
> > >   After researching, I saw a formula that resembled some other 
formula
> > >   were the PREV was removed and I tried the following:
> > > 
> > >   NewDay:=DayOfMonth()<>Ref(DayOfMonth(),-1);
> > >   Cum(V)-ValueWhen(1,newday,Cum(V))
> > > 
> > >   Thanks
> > > 
> > >   --- In equismetastock@xxxxxxxxxxxxxxx, "Roy Larsen" 
<rlarsen@>
> wrote:
> > >   >
> > >   > Hi Fernando
> > >   > 
> > >   > 
> > >   > Try this.
> > >   > 
> > >   > NewDay:=DayofMonth()<>Ref(DayofMonth(),-1);
> > >   > If(NewDay,V,PREV+V);
> > >   > 
> > >   > 
> > >   > Regards
> > >   > 
> > >   > Roy
> > >   > 
> > >   > 
> > >   > ----- Original Message ----- 
> > >   > From: Fernando Santos 
> > >   > To: equismetastock@xxxxxxxxxxxxxxx 
> > >   > Sent: Sunday, September 21, 2008 9:48 AM
> > >   > Subject: [EquisMetaStock Group] total intraday volume
> > >   > 
> > >   > 
> > >   > Hi.
> > >   > 
> > >   > How can we see the total volume made so far on a intraday 
chart?
> > >   > The objective is to have an indicator that's going to add 
each
> > volume
> > >   > bar as the day progresses, giving us the total volume for 
the day.
> > >   > 
> > >   > Thank you
> > >   > 
> > >   > 
> > >   > 
> > >   > 
> > >   > 
> > >   > __________ NOD32 3457 (20080919) Information __________
> > >   > 
> > >   > This message was checked by NOD32 antivirus system.
> > >   > http://www.eset.com
> > >   >
> > > 
> > > 
> > > 
> > >    
> > > 
> > >   __________ NOD32 3458 (20080921) Information __________
> > > 
> > >   This message was checked by NOD32 antivirus system.
> > >   http://www.eset.com
> > >
> >
>



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