/*********************************Provided By: eSignal (Copyright c eSignal), a division of Interactive Data Corporation. 2009. All rights reserved. This sample eSignal Formula Script (EFS) is for educational purposes only and may be modified and saved under a new file name. eSignal is not responsible for the functionality once modified. eSignal reserves the right to modify and overwrite this EFS file with each new release.Description: Cumulative Volume Index Version: 1.0 07/06/2009 Formula Parameters: Default: Exchange NYSENotes:**********************************/var fpArray = new Array();var bInit = false;function preMain(){ setPriceStudy(false); setStudyTitle("Cumulative Volume Index"); setCursorLabelName("CumVol"); var x=0; fpArray[x] = new FunctionParameter("sExchange", FunctionParameter.STRING); with(fpArray[x++]){ setName("Exchange"); addOption("NYSE"); addOption("NASDAQ"); setDefault("NYSE"); }}var xCumVolIdx = null;function main(sExchange) {var nBarState = getBarState(); if (nBarState == BARSTATE_ALLBARS) { if (sExchange == null) sExchange = "NYSE"; } if(!bInit){ xCumVolIdx = efsInternal("Calc_CumVol", sExchange); } return xCumVolIdx.getValue(0);}var xAdvance = null;var xDecline = null;function Calc_CumVol(_exchange){ if(getBarState() == BARSTATE_ALLBARS){ if(_exchange == "NYSE") { xAdvance = close(sym("$UVOL")); xDecline = close(sym("$DVOL")); }else if(_exchange == "NASDAQ") { xAdvance = close(sym("$UVOLQ")); xDecline = close(sym("$DVOLQ")); } } if(xAdvance.getValue(-2) == null || xDecline.getValue(-2) == null) return; if(getCurrentBarCount() > 1) var nRef = ref(-1); var CumVol = nRef+(xAdvance.getValue(0) - xDecline.getValue(0)); return CumVol;} |
