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Re: [amibroker] Re: So Long Amibroker, [No Volume Charts]
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----- Original Message -----
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 -----
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
>
> >
> > >
> > >
>
> >
> > >
------------------------------
> > >
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> > >
> > >
>
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> > > on the
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> > > - 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
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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