Total exchange volume on breadth volume

Optuma Scripting
1

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

2

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?

3

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

4

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

M1 = ISMEMBER(SYMBOLLIST=NSE Nifty 50 Index);
//Ignore volume when not an index member;
IF(M1==1, VOL(),0)