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TASEXAM6.ARJ
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EVO.TAS
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1991-07-13
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2KB
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49 lines
{ EVO.TAS
This script will calculate the Elphick Volume Oscillator (EVO)
-----------------------------------------------------
To run this, you should have a ticker file containing
only NYSE Up Vol, NYSE Dn Vol, and NYSE Total Vol
I keep my NYSE Up & Dn Vol in separate ticker files in
the CLOSE field and the NYSE Total Vol is the VOL field
of my NYSE Composite.
-----------------------------------------------------
Calculate EVO as
CVI = cumulative sum of (up vol-down vol)/total vol
EVO = (3 day EMA of CVI - 10 day EMA of CVI) * 100
}
#output_file evo.lst
NYUPname = 'SPNU'; { Change to your NYSE UP Vol ticker}
NYDNname = 'SPND'; { Change to your NYSE DN Vol ticker}
NVOLname = 'NYSE'; { Change to your NYSE Total Volume}
NYUP : ARRAY; { Up Vol}
NYDN : ARRAY; { Dn Vol}
NVOL : ARRAY; { Total Vol}
NYSE : ARRAY; { NYSE Comp}
VLdiff : ARRAY; { Up - Dn}
CVI : ARRAY; { Cum Vol Index}
EVO : ARRAY; { EVO goes here}
if ticker = NYUPname then
NYUP = C; { Up Vol in the CLOSE field}
if ticker = NYDNname then
NYDN = C; { Dn Vol in the CLOSE field}
if ticker = NVOLname then
begin
NVOL = V; { Total Vol in the VOLUME field}
NYSE = C; { Save for graph}
end;
if last_ticker = 0 then return;
VLdiff = DIV(SUB(NYUP,NYDN),NVOL); { (UP - DN)/TOTAL}
CVI = CUM(VLdiff);
EVO = SUB(MOV(CVI,3,'E'),MOV(CVI,10,'E')); {10ema-3ema}
EVO = MULBY(EVO,100); { EVO * 100}
{At this point, the EVO and CVI are computed and held in arrays
EVO and CVI. Let's graph them under NYSE Composite}
OPENGRAPH(3); { Start 3 graphs}
GRAPH(NYSE,'NYSE Composite');
GRAPH(CVI,'Cumulative Volume Index');
GRAPH(EVO,'Elphicks Volume Oscillator');
CLOSEGRAPH();
WRITELN('Cumulative Volume Index(CVI) for ',DATE,' is ',CVI);
WRITELN('Elphicks Volume Oscillator(EVO) for ',DATE,' is ',EVO);