AB Calculation in TradeStation?

[grems8544]

Has anybody implemented the AB calculation for TradeStation? I've searched the forums and it does not appear that this is the case.

If so, please let me know.

Regards,

pgd

[EB]

I'll post one in a bit.

[EB]

See attached for the ELD and a sample workspace.

{***********************************************************************************************
 TradeStation implementation of Pascal Willain's ACTIVE BOUNDARIES,
 as described in the book, "Value in Time" Wiliey, 2008
 http://www.effectivevolume.com
 
 This work is licensed under a Creative Commons Attribution-ShareAlike 3.0 Unported License
 http://creativecommons.org/licenses/by-sa/3.0/
 2011, Bob English 
 
 Setting "Maximum number of basr study will reference:" to "Auto-Detect" may cause slow
 performance.  A "User define:" number will need to be at least the maximum number of 
 historical bars referenced.
***********************************************************************************************}

Inputs:	ContractsShares(100000000),
		Price((H+L+C)/3),
		MyVolume(Volume),		//Use "Ticks" for intraday charts
		PlotAB(true),
		PlotABxAvg(true),
		LengthABxAvg(20),
		PlotZero(true),
		XAvgUpColor(Blue),
		XAvgDnColor(Red),
		UpColor(Cyan),
		DnColor(Magenta),
		UsePercent(true);

Vars:	j(0),
		TotalVolume(0), 
		AvgPosition(0), 
		ActiveBoundaries(0), 
		XActiveBoundaries(0), 
		CumeActiveBoundaries(0);


	j = 0;
	TotalVolume = 0;
	AvgPosition = 0;
	ActiveBoundaries = 0;

	while TotalVolume < ContractsShares begin
		AvgPosition = iff(MyVolume[j] + TotalVolume <> 0, ( (Price[j] * MyVolume[j]) + (AvgPosition * TotalVolume) ) / (MyVolume[j] + TotalVolume), AvgPosition);
		ActiveBoundaries = iff(UsePercent, (Price - AvgPosition) / AvgPosition * 100, (Price - AvgPosition));
		CumeActiveBoundaries = CumeActiveBoundaries + ActiveBoundaries;
		TotalVolume = TotalVolume + MyVolume[j];
		j = j + 1;
	end;

	XActiveBoundaries = XAverage(ActiveBoundaries, LengthABxAvg);
	
	if PlotAB then begin
		plot1(ActiveBoundaries, "AP");
		if ActiveBoundaries >= 0 then SetPlotColor(1, UpColor)
		else SetPlotColor(1, DnColor);
	end;

	if PlotABxAvg then begin
		plot2(XActiveBoundaries, "Xavg");
		if XActiveBoundaries >= XActiveBoundaries[1] then SetPlotColor(2, XAvgUpColor)
		else SetPlotColor(2, XAvgDnColor);
	end;

	if PlotZero then plot3(0, "Zero");

[shamree]

Hi everyone

Has anybody have the same calculations for AmiBroker?

[trader1970]

first of all thnx for sharing , has anyone has an explanation sheet how to analyze signals from AB according to this code. regards

See attached for the ELD and a sample workspace.

{***********************************************************************************************
 TradeStation implementation of Pascal Willain's ACTIVE BOUNDARIES,
 as described in the book, "Value in Time" Wiliey, 2008
 http://www.effectivevolume.com
 
 This work is licensed under a Creative Commons Attribution-ShareAlike 3.0 Unported License
 http://creativecommons.org/licenses/by-sa/3.0/
 2011, Bob English 
 
 Setting "Maximum number of basr study will reference:" to "Auto-Detect" may cause slow
 performance.  A "User define:" number will need to be at least the maximum number of 
 historical bars referenced.
***********************************************************************************************}

Inputs:	ContractsShares(100000000),
		Price((H+L+C)/3),
		MyVolume(Volume),		//Use "Ticks" for intraday charts
		PlotAB(true),
		PlotABxAvg(true),
		LengthABxAvg(20),
		PlotZero(true),
		XAvgUpColor(Blue),
		XAvgDnColor(Red),
		UpColor(Cyan),
		DnColor(Magenta),
		UsePercent(true);

Vars:	j(0),
		TotalVolume(0), 
		AvgPosition(0), 
		ActiveBoundaries(0), 
		XActiveBoundaries(0), 
		CumeActiveBoundaries(0);


	j = 0;
	TotalVolume = 0;
	AvgPosition = 0;
	ActiveBoundaries = 0;

	while TotalVolume < ContractsShares begin
		AvgPosition = iff(MyVolume[j] + TotalVolume <> 0, ( (Price[j] * MyVolume[j]) + (AvgPosition * TotalVolume) ) / (MyVolume[j] + TotalVolume), AvgPosition);
		ActiveBoundaries = iff(UsePercent, (Price - AvgPosition) / AvgPosition * 100, (Price - AvgPosition));
		CumeActiveBoundaries = CumeActiveBoundaries + ActiveBoundaries;
		TotalVolume = TotalVolume + MyVolume[j];
		j = j + 1;
	end;

	XActiveBoundaries = XAverage(ActiveBoundaries, LengthABxAvg);
	
	if PlotAB then begin
		plot1(ActiveBoundaries, "AP");
		if ActiveBoundaries >= 0 then SetPlotColor(1, UpColor)
		else SetPlotColor(1, DnColor);
	end;

	if PlotABxAvg then begin
		plot2(XActiveBoundaries, "Xavg");
		if XActiveBoundaries >= XActiveBoundaries[1] then SetPlotColor(2, XAvgUpColor)
		else SetPlotColor(2, XAvgDnColor);
	end;

	if PlotZero then plot3(0, "Zero");

[Riskslayer]

Hi All,

I am in the middle of a project to re-write the TS EV plug-in (focused on making it more efficient and able to work w/n radar screen).

If anyone has worked on this type of project or has ideas, asks, or requirements suggestions, let me know.

For now, I am interested in 20 day and less to screen on Pos LEV, etc. I have a workspace I can forward to those who are interested.

Look at AFFY w/n in the current TS environment & EV plug-in to understand what I am looking to scan for.

Thanks,

Shawn

[som4edge]

Hi Guys, I downloaded the AB ELD. Seem to get it working with the Daily timeframe only. Would it also work for Intra-day or just Dailies...any info will help.

thnx
som

[bh_trade]

Don't recall if I made any code changes to "make" it work with intraday data, but the following code I use works with intraday minute, tick, and volume bar charts.


{************************************************* **********************************************
TradeStation implementation of Pascal Willain's ACTIVE BOUNDARIES,
as described in the book, "Value in Time" Wiliey, 2008
http://www.effectivevolume.com

This work is licensed under a Creative Commons Attribution-ShareAlike 3.0 Unported License
http://creativecommons.org/licenses/by-sa/3.0/
2011, Bob English

Setting "Maximum number of basr study will reference:" to "Auto-Detect" may cause slow
performance. A "User define:" number will need to be at least the maximum number of
historical bars referenced.
************************************************** *********************************************}

Inputs: Price((H+L+C)/3),
MyVolume(Ticks), //Use "Ticks" for intraday charts
PlotAB(true),
PlotABxAvg(false),
LengthABxAvg(20),
PlotZero(false),
XAvgUpColor(Blue),
XAvgDnColor(Red),
UpColor(Cyan),
DnColor(Magenta),
UsePercent(true);

Vars: ContractsShares(0),
j(0),
TotalVolume(0),
AvgPosition(0),
ActiveBoundaries(0),
XActiveBoundaries(0),
CumeActiveBoundaries(0);


j = 0;
TotalVolume = 0;
AvgPosition = 0;
ActiveBoundaries = 0;
ContractsShares=average(Ticks,200)*100;

while TotalVolume < ContractsShares begin
AvgPosition = iff(MyVolume[j] + TotalVolume <> 0, ( (Price[j] * MyVolume[j]) + (AvgPosition * TotalVolume) ) / (MyVolume[j] + TotalVolume), AvgPosition);
ActiveBoundaries = iff(UsePercent, (Price - AvgPosition) / AvgPosition * 100, (Price - AvgPosition));
CumeActiveBoundaries = CumeActiveBoundaries + ActiveBoundaries;
TotalVolume = TotalVolume + MyVolume[j];
j = j + 1;
end;

XActiveBoundaries = XAverage(ActiveBoundaries, LengthABxAvg);

if PlotAB then begin
plot1(ActiveBoundaries, "ActvBound");
if ActiveBoundaries >= 0 then SetPlotColor(1, UpColor)
else SetPlotColor(1, DnColor);
end;

if PlotABxAvg then begin
plot2(XActiveBoundaries, "Xavg");
if XActiveBoundaries >= XActiveBoundaries[1] then SetPlotColor(2, XAvgUpColor)
else SetPlotColor(2, XAvgDnColor);
end;

if PlotZero then plot3(0, "Zero");

[som4edge]

thanks...let me give it a shot....never done any easy language :)