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BobR,
Hi,
How the cumulative net volume calculated on intraday basis. Does the yesterday's ADV-DECL
volume at close added to current ADV-DECL volume continuously throught the day ? Then
tomorrow, today's closing CV will be added to tomorrow ADV-DECL volume and so on ?
Say, we start with 0 on day 1. At the end of the day, ADV-DECL = 100M.
On day 2, we add 100M throught the day to the ADV-DECL volume, at the end we get 150M
(where 100M is carried forward from day 1 close and 50M is today's ADV-DECL).
On day 3, we add 150M throught the day to the ADV-DECL volume ...
Am I thinking correctly ?
Thanks
Mudit
--- BobR <bobrabcd@xxxxxxxxxxxxx> wrote:
> Of all the techniques presented on RT or previously Kasanjian Reseach message board, I find the
> Ben's promotion of cumulative net volume to be the most useful for price trend correlation. It
> gives confidence to place a trade when the CV changes direction, down to up, up to down, or up
> to horizontal and down to horizontal. Those changes in CV have encouraged me to take call or
> put positions and to exit them. Then dropping to the tick level, the cumulation of net up -
> down ticks helps in the scalping for the very short term trades.
>
> bobr
> http://www.oextrader.com/sigma_trader
>
>
> ----- Original Message -----
> From: Clyde Lee
> To: realtraders@xxxxxxxxxxxxxxx
> Sent: Tuesday, June 05, 2001 7:13 AM
> Subject: [RT] NASDAQ Daily AdvVol-DeclVol
>
>
> The attached may provide ES day traders some food for
> thought.
>
> BobR has constantly been reminding us of the information
> content in the NASDAQ volume figures.
>
> Look at this. Whenever the AV-DV line crosses the 0.5
> Standard Deviation of a 20 day LeastSquares fit of the
> AV-DV data and has any momentum -- particularly if it is
> early in session -- you have the signal direction ! ! !
>
> Clyde
> - - - - - - - - - - - - - - - - - - - - - - - - - - - -
> Clyde Lee Chairman/CEO (Home of SwingMachine)
> SYTECH Corporation email: clydelee@xxxxxxxxxxxx
> 7910 Westglen, Suite 105 Office: (713) 783-9540
> Houston, TX 77063 Fax: (713) 783-1092
> Details at: www.theswingmachine.com
> - - - - - - - - - - - - - - - - - - - - - - - - - - - -
>
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>
> ATTACHMENT part 2 image/gif name=CVnaz.gif
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