UP DOWN DAY 10 DAY VOLUME RATIO

• 09/15/2021 at 1:17 PM #177639
  Alfy

  Hi guys, i wonder if anyone can help. I’m looking to create a ratio of total volume on up days (close>close [1]) of the last 10 trading days to the volume on the down days in the last 10 trading days. Can anyone help please?

  Thanks in advance and best regards

   

  

  Alfy

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  09/15/2021 at 6:30 PM #177671
  robertogozzi

  There you go:

  //N = 10 //10 bars UP = summation[N](Volume * (close > close[1])) DN = summation[N](Volume * (close < close[1])) //R = UP / DN //simple Ratio R = UP * 100 / (UP + DN) //% RETURN R AS "Ratio Up/Down %"

  1 2 3 4 5 6

  //N = 10                                        //10  bars UP  = summation[N](Volume * (close > close[1])) DN  = summation[N](Volume * (close < close[1])) //R = UP / DN                                   //simple Ratio R   = UP * 100 / (UP + DN)                      //% RETURN R AS "Ratio Up/Down %"

  If you import the attached ITF file the variable N is already declared. If you prefer copying & pasting the above code, then uncomment line 1.
  You can change the type of ratio simply swapping comments between lines 4 and 5.

  2 users thanked author for this post.

  Nobody, Alfy

  

  robertogozzi

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  09/15/2021 at 7:04 PM #177676
  Alfy

  Thanks so much Roberto!

  

  Alfy

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