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Optuma Forums Optuma Scripting Net Advancing Volume Percent

Viewing 4 posts - 1 through 4 (of 4 total)
• Author
Posts
• #62141
Deepak
• Topics: 54
• Replies: 40
• Posts: 94

Hii Sirs,
I wanted to build a breadth measure of Net Advancing Volume percent.

How to calculate total volume.

Whereas

Declining Volume is

Regards
Deepak

#62153
Rowan
• Topics: 0
• Replies: 1
• Posts: 1

Hi,

I’m also building this breadth, however I’m unsure if my total Advance/Decline Volume script is correct.
My scripting is different however achieves the same (forgive me I’m still relatively new to scripting):

u1 = VOL();
u2 = VOL(OFFSET=-1);
u3 = u2 – u1;
u3 > 0

Declining Volume:
u1 = VOL();
u2 = VOL(OFFSET=-1);
u3 = u2 – u1;
u3 < 0

u1 = VOL();
u2 = VOL(OFFSET=-1);
u3 = u2 – u1;
u4 = u3 > 0;
u5 = u3 < 0;
u6 = (u4 – u5) / u1;
u6

#62177
Deepak
• Topics: 54
• Replies: 40
• Posts: 94

Can anyone guide us on this?

#62181
Darren
• Topics: 66
• Replies: 634
• Posts: 700

We have the following data (including advance/decline volume ratio) in our Breadth Measures data if you have it enabled on your account:

https://help.optuma.com/kb/faq.php?id=1062