Blau's Tick Volume Indicator on two datafeeds

[Jim Johnson <jejohn@xxxxxxxxxxxxxxxx>]

Hello omega-list,

  I'm working with Bill Blau's Tick volume Indicator (TVI) from his
  book Momentum, Direction and Divergence, chapter 4.  And I'm getting
  very differenct looking plots under TS4 w FutureSource and TS2k w
  q.feed.

  Perhaps this is because the two feeds are providing different tick
  counts.  How would I check that?  Any other ideas on why this would
  occur?  Thanks.

  I'd be happy to provide the code to anyone who wants it.  The basic
  formula is

  TVI =   (triple.ema(Upticks) - triple.ema(Downticks) )/
          (triple.ema(Upticks) + triple.ema(Downticks))







-- 
Best regards,
 Jim Johnson                         mailto:jejohn@xxxxxxxxxxxxxxxx