Total exchange volume on breadth volume

Optuma Forums Optuma Scripting Total exchange volume on breadth volume

Viewing 4 posts - 1 through 4 (of 4 total)
  • Author
    Posts
  • #65153
    Deepak
    • Topics: 54
    • Replies: 40
    • Posts: 94

    Hii Sir,

    I am trying to create daily total volume for nifty 50 stocks in breadth module using the volume() formula and setting the breadth action as sum. However there is no result. Can you please throw some light on the same.

    Regards,
    Deepak

    #65174
    Matthew
    • Topics: 5
    • Replies: 381
    • Posts: 386

    Hi,

    I ran a test here and the breadth seemed to build ok.  Here are the settings / script i used:

    Ex2

    When checked against the manual sum of the latest data the results match the breadth generated data…

    Ex1

    If you use the same setup as my examples do you see a result?

    #65175
    Deepak
    • Topics: 54
    • Replies: 40
    • Posts: 94

    Hii Sir,

    I was also using same script however with additional survivorship bias code. So i think its not working because of survivorship bias code. When i removed the
    ismember code it worked.

    Volume Breadth

    #65179
    Darren
    • Topics: 66
    • Replies: 634
    • Posts: 700

    In this breadth calculation you would need to use the following when using historical membership:

Viewing 4 posts - 1 through 4 (of 4 total)
  • You must be logged in to reply to this topic.

Pin It on Pinterest