Cumulative Volume Index

[eSignal]

File Name: CumulativeVolumeIndex.efs

Description:
Cumulative Volume Index

Formula Parameters:
Exchange : NYSE

Notes:



Download File:
CumulativeVolumeIndex.efs



EFS Code:

/*********************************
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                            NYSE

Notes:

**********************************/
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;
}