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Net Volume for futures charts

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  • Net Volume for futures charts

    Hi,

    Is there an efs, or an existing formula in eSignal, that can calculate and plot a line graph of the difference between up and down volume for a given futures contract? For example, $VOLD is an index that shows exactly that, but for the whole NYSE. I'm wondering if something already exists that I can put on a chart of the YM or ES, for instance.

    Thanks,

    Mas
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