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zapisy

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Posts posted by zapisy

  5. Posted

    I would say that if you use volume indicators, then there is difference, since sometimes there are "swaps" of huge order before the market opens, and this is not important for day trader and may influence the volume indicators.

     

    In terms of price? Probably most people do not use the extended chart, so I think, that it may be better for indicators to start with normal chart, also because there are orders before the market with huge spread, so the price mostly is jumpy and will destroy the calculations. But it is important to know the lowest and highest price of premarket.

  7. Posted

    Indicator:

     

    Inputs: Length(20), Offset(0); 


vars: avg1(0), color1(black); 


avg1 = jthma(Close, Length); 

Plot1 (avg1, "JT Hull"); 

color1 = green; 
if avg1 < avg1[1] then color1 = red; 

SetPlotColor[Offset](1, color1);

     

     

     

     

    Function

     

    {jtHMA - Hull Moving Average Function}  
{Author: Atavachron}  
{May 2005}		  

Inputs: price(NumericSeries), length(NumericSimple);  
Vars: halvedLength(0), sqLength(0), sqrRootLength(0);  

{  
Original equation is:  
---------------------  
waverage(2*waverage(close,period/2)-waverage(close ,period), SquareRoot(Period)  
Implementation below is more efficient with lengthy Weighted Moving Averages.  
In addition, the length needs to be converted to an integer value after it is halved and  
its square root is obtained in order for this to work with Weighted Moving Averaging  
}  

if ((ceiling(length / 2) - (length / 2))  <= 0.5) then  
halvedLength = ceiling(length / 2)  
else  
halvedLength = floor(length / 2);  

sqLength = SquareRoot(length); 

if ((ceiling(sqLength) - sqLength)  <= 0.5) then  
sqrRootLength = ceiling(sqLength)  
else  
sqrRootLength = floor(sqLength);  

Value1 = 2 * WAverage(price, halvedLength);  
Value2 = WAverage(price, length);  
Value3 = WAverage((Value1 - Value2), sqrRootLength);  

jtHMA = Value3;

  13. Posted

    Google it... But there is nothing more to learn besides that text below...

     

    "What Does Price By Volume Chart - PBV Mean?

    A horizontal histogram plotted on the chart of a security, which corresponds to the volume of shares traded at a specific price level. Price by volume histograms are found on the Y-axis and are used by technical traders to predict areas of support and resistance.

     

    Investopedia explains Price By Volume Chart - PBV

    Large price by volume bars are used to illustrate high buying and selling interest, and they are often regarded as a sign that the given price level will act as a strong area of support or resistance. It is common to see the price of an asset face little resistance when traveling between levels that have small PBV bars, but pushing the price past areas with large PBV bars is substantially more difficult."

  20. Posted

    var: UVol (0);

    var: DVol (0);

    var: TheVol (0);

     

    UVol = Close data1;

    DVol = Close data2;

     

    TheVol = UVol - DVol;

     

    if TheVol>0 then plot1(TheVol, "Vol", Green, 0,0);

    if TheVol<0 then plot1(TheVol, "Vol", Red, 0,0);

     

    plot2(0, "0", White, 0,0)

  21. Posted

    if x minutes have elapsed since entry I want to exit.

     

    
{simple entry}
If marketposition=0 and C>O then buy this bar on close;
If marketposition=0 and C<O then sellshort this bar on close;

{exit}
var: 
NumDays( 0 ), 
NumHours( 0 ), 
NumMinutes( 15 ) ;

variables: 
RawDays( 0 ), 
RawMinutes( 0 ), 
ExtraDays( 0 ), 
TotalMinutes( NumHours * 60 + NumMinutes ) ;

if MarketPosition = 1 then
begin
RawDays = DateToJulian( Date ) - DateToJulian( EntryDate ) ;
RawMinutes = TimeToMinutes( Time ) - TimeToMinutes( EntryTime ) ;
ExtraDays = RawDays - NumDays ;
if ExtraDays >= 0 and RawMinutes + ExtraDays * 1440 >= TotalMinutes then
	Sell ( "Time Exit LX" ) next bar at market ;
end ;

if MarketPosition = -1 then
begin
RawDays = DateToJulian( Date ) - DateToJulian( EntryDate ) ;
RawMinutes = TimeToMinutes( Time ) - TimeToMinutes( EntryTime ) ;
ExtraDays = RawDays - NumDays ;
if ExtraDays >= 0 and RawMinutes + ExtraDays * 1440 >= TotalMinutes then
	Buy To Cover ( "Time Exit SX" ) next bar at market ;
end ;

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