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Post From: Pascal Willain Effective Volume and Active Boundaries Study

[2018-12-23 13:46:08]
[Go To First Post]
Alberto Gauer - Posts: 121
Hi there.

Wanted to know if those studies are available in Sierra, perhaps they are under a different name?

Effective Volume:

Effective Volume
EV = (Close[1] - Close[2] + TickSize)
/ (MathMax(High[1], High[2]) - MathMin(Low[1], Low[2]) + TickSize)
* Volume[1]
From 1 minute chart

Find Median(|EV|, 1440) Recalculate per day.
Large EV = Sum EV if |EV| > median Red
Total EV = Sum White
Small EV = Total - Large Blue
plot small & large
Breakout in the direction of the large

Divergence between price and LEV - exit.
or Effective Ratio = EMA(250)( LEV(i) / Volume(i) ) M1 charts
250 = one day.







Active Boundaries:


{- Filename: Active Boundaries -}

var
i, j, Bars: integer;
sAvgPrice, sAB: TSeries;
TV, TROI, FreeFloat: real;
begin
FreeFloat := CreateParameterReal('Free float', 1, 999999999, 1000000, true);
Bars := CreateParameterInteger('Aantal bars weergeven', 1, 999, 100, true);

{ Indicator eigenschappen }
with Indicator do
begin
RequiredBars := 999999;
end;

{ Berekening }
sAvgPrice := DivideSeriesBy(AddSeries(AddSeries(AddSeries(Open, High), Low), Close), 4);
sAB := CreateSeries(BarCount);

for i:=MaxInt(0, BarCount-Bars) to BarCount-1 do
begin
j := i;
TV := Volume[j];
while (j > 0) and (TV < FreeFloat) do
begin
j := j-1;
TV := TV + Volume;
end;

TROI := 0;
while j <= i do
begin
TROI := TROI + Volume[j] * (Close - sAvgPrice[j]) / sAvgPrice[j];
j := j+1;
end;

if TV <> 0 then sAB := 100*TROI/TV;
end;

{ Weergave }
with CreateLine(sAB) do
begin
Name := 'AB';
Color := clWhite;
end;
end.