[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: MKTIntraday cumulative vol



PureBytes Links

Trading Reference Links

Marcelo Martinez wrote:
> 
> What do you use for volume?
> 
> I have been trying  to use @NVA , @NVD , and @NVT out of BMI, but the
> plots look very strange; for example, @NVT ( total volume) looks like a
> saw tooth. Any comments?
> 
> Marcelo

The formula would be @NVA-@xxx the trick is to consider that at the end 
of the day the closing value for the "net Volume" is now the zero
starting place for the next days opening value of (@NVA-@xxx). and so on
from day to day.... ie cumulatively.


It looks like a saw tooth since it total volume starts from zero and
ends up in the 500M + range at the end of the day.

Don