NYSE_Volume.efs

ICE Data Services -


NYSE_Volume.efs 
  

File Name: NYSE_Volume.efs


Description:
Displays a volume histogram for the $NYA by using the
open of $TVOL - the close of $TVOL for intraday intervals.
There is also a moving average built in, which can be adjusted
through the nLength parameter.


Formula Parameters:
nLength - Defines the length of the Moving Average. Default is 50.

Notes:
NA

Download File:
NYSE_Volume.efs




EFS Code:


/***************************************Provided By : eSignal. (c) Copyright 2003*****************************************/function preMain() {setStudyTitle("NYSE Volume");setCursorLabelName("NYSE Vol", 0);setCursorLabelName("Avg. Vol", 1);setPlotType(PLOTTYPE_HISTOGRAM,0);setDefaultBarThickness(3);setDefaultBarFgColor(Color.blue, 0);setPlotType(PLOTTYPE_LINE, 1);setDefaultBarFgColor(Color.purple, 1);}var vArray = new Array();var vInterval = getInterval();function main(nLength) {if (nLength == null) {    nLength = 50;} else {    nLength = Math.round(nLength);}if (vInterval == "D" || vInterval == "W" || vInterval == "M") {    var vValue = close("$TVOL");} else {    var c = close("$TVOL");    var o = open("$TVOL");    if (c == null || o == null) return;    var vValue = c - o;}var nBarState = getBarState();    if (nBarState == BARSTATE_NEWBAR) {    vArray.unshift(vValue);   //inserts array element to the front of the array } else {    vArray[0] = vValue;}if (vArray[nLength-1] != null) { // check to make sure array is full    var vSum = 0;    for(i = 0; i < nLength; i++) {        vSum += vArray[i];    }    var vAvgVol = vSum / nLength;} else {    return;}if (vArray.length > nLength) vArray.pop(); // Removes last array itemreturn new Array(vValue, vAvgVol);}