Coding the Active Boundaries indicator

[acepsut]

So, if I understood correctly, here is an example:

I have set the Active Float to 4 millions: the red rectangle hold the minutes so that its total volume is <= 4 millions.

Calculate the average close price (1.3415) and then compared this average price with the latest close price (1.341).

The result is -0.0348%. Is this process correct?

Or should I have to calculate for every single close price inside this 4 millions rectangle and compare to the latest close price, and then take the average?



Thanks

Alberto

[acepsut]

Is there anyone that has been able to properly code the Active Boundaries Indicator?

I am not sure if my previous example is correct, is there anyone willing to help?

Thanks.

[Pascal]

Here it is


Pascal

[jagin]

Thanks a lot!

Even though I was able to download only last 15 days from Yahoo finance it looks good.
I'm trying to test your indicators on Polish market and have no full access to minute bars of the US stocks.
I would be double glad :) if you would attach the last 40days data of X to be sure :)

Regards

Jarek

Here it is


Pascal

Attachment 32373

[Pascal]

Thanks a lot!

Even though I was able to download only last 15 days from Yahoo finance it looks good.
I'm trying to test your indicators on Polish market and have no full access to minute bars of the US stocks.
I would be double glad :) if you would attach the last 40days data of X to be sure :)

Regards

Jarek

here is the "X" data

Pascal

X_TMP.xls

[jagin]

here is the "X" data

Pascal

Attachment 32396

Double thanks Pascal :)
My indicator looks good all the way.

Regards

Jarek

[rupiter]

Thank you, Mr. Pascal Willain for explanation. Here is what I got (I made calculation of Active Boundaries using Python, and imported the result into Amibroker).

[soleimani]

here is the "X" data

Pascal

Attachment 32396

Dear Mr. Pascal,

In following column the effective value is calculated as 0 but as i calculate base on formula it shall be -216,082 it there any exception?

Date time Open High Low Close Vol Eff Vol

9/11/2015 16:00:00 14.14 14.15 14.09 14.11 432163 0

Regards,
Soleimani

[Pascal]

Dear Mr. Pascal,

In following column the effective value is calculated as 0 but as i calculate base on formula it shall be -216,082 it there any exception?

Date time Open High Low Close Vol Eff Vol

9/11/2015 16:00:00 14.14 14.15 14.09 14.11 432163 0

Regards,
Soleimani

It is because I have set an option that filters out large one minute volume as "block trades"
I believe that I set the filter at 5%, but it could be 3%.

Pascal