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Upside-Downside Volume Net Difference |
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Another method used by market technicians is to calculate the net difference between
the upside- and downside volume. Daily or weekly data can be used. The net difference between upside- and downside volume is calculated weekly and the result is added. To smooth out the swings, a 10-week moving average should be applied. Below there is an example for weekly calculations:
Date |
Adv. Volume |
Decl. Volume |
Net Difference |
Cumulative |
09.06.95 |
673210 |
732827 |
-59617 |
-59617 |
16.06.95 |
943121 |
565840 |
377281 |
317664 |
23.06.95 |
964871 |
666807 |
298064 |
615728 |
30.06.95 |
674725 |
765076 |
-90351 |
525377 |
07.07.95 |
867512 |
353025 |
514487 |
1039864 |
14.07.95 |
945574 |
756197 |
189377 |
1229241 |
21.07.95 |
755969 |
1027248 |
-271279 |
957962 |
28.07.95 |
1008468 |
584579 |
423889 |
1381851 |
04.08.95 |
733204 |
703285 |
29919 |
1411770 |
11.08.95 |
565588 |
669580 |
-103992 |
1307778 |
18.08.95 |
796723 |
615752 |
180971 |
1488749 |
25.08.95 |
629338 |
603130 |
26208 |
1514957 |
01.09.95 |
727349 |
553140 |
174209 |
1689166 |
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08.09.95 |
746298 |
418632 |
327666 |
2016832 |
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Upside-Downside Volume Net Difference
MovPer:= Input("Moving Average Period -",10,500,33);
NetDif:= ( (Security("X.WSE-A",V)) - (Security("X.WSE-D",V)) );
Mov( NetDif , MovPer , S );
0
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| Source / From: |
TOP |
| http://www.wallstreetcourier.com |
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