UP DOWN DAY 10 DAY VOLUME RATIO

Alfy · 2021-09-15T12:17:56+00:00

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

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09/15/2021 at 1:17 PM #177639 quote

Alfy
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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

09/15/2021 at 6:30 PM #177671 quote
robertogozzi
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Legend
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 %"
```
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.

Alfy and Nobody thanked this post

Ratio-UpDown.itf
09/15/2021 at 7:04 PM #177676 quote

Alfy
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Thanks so much Roberto!
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