Up/Down volume

I have following Pine script in TradingView to calculate Up/Down volume ratio and I would like covert it to Optuma script.

upVol = sum(change(close) > 0 ? volume : 0, 50)
downVol = sum(change(close) < 0 ? volume : 0, 50)
ratio = upVol/downVol

I guess ACC function could be used to calculate volume over last 50 days but how to separate up/down days volume?


Hi Pentti,

You can use IF statements to separate up from down days, and sum the values for each:

//Get volume for up/down days;
Up1 = IF(CLOSE() IsUp, VOL(),0); 
Dn1 = IF(CLOSE() IsDown, VOL(),0);
//Sum up/down volume;
UpVol = ACC(Up1, RANGE=Look Back Period, BARS=50); 
DnVol = ACC(Dn1, RANGE=Look Back Period, BARS=50);
//Calc Ratio;
UpVol / DnVol

Use in a Show View and set the Positive/Negative Barriers to 1 to show the ratio:


Thank you Darren!