I need to get Volume of the day when Close Price crossed SMA50. I use the following formula, but it does not work. It always return current day's volume.
Ref( Volume, BarsSince(Cross(Close, sma(50))) )
Details:
BarsSince(Cross(Close, sma(50))) is to get number of days since the Close price went up and crossed SMA50. This part work fine, results are correct, for instance, 15 days).
if I hard-code Ref(Volume,15), works fine. But if I replace "15" with "BarsSince(Cross(Close, sma(50)))", it will return today's volume.
Please help.
I simplified code and copied below. It still not work for me.
If SMA34 cross SMA55 (when the price at or above SMA55 ) and I need to get volume on the day when the close price went-up and crossed SMA55.
Below example, I know 18 days ago close price crossed SMA55 by counting chart, I hard-coded 18, gets correct volume. However, if I pass the variable (n_days_ago), it return signal day's volume.
May be I do understand conditions of BarsSince or REF well. Please help.
Thanks in advance.
// Signal name: JXHH // "SMA34 Cross SMA55"
JX1 = Ref(high,1) > SMA(55) and Close > SMA(55); //price stable at/above SMA55
JX3 = CROSS(SMA(34),SMA(55)); // A34 Crosses A55
n_days_ago = BarsSince( Cross(Close, SMA(55)) ); // "N days ago that close price crossover SMA55"
//vol = Ref(Volume, BarsSince( Cross(Close, SMA(55)) ) ); //"I need to retreive Volume on the day when close price crossover SMA55"
vol = Ref(Volume, n_days_ago ); //"I need to retreive Volume on the day when price crossover SMA55"
JXHH = JX1 AND JX3;
// "JXHH signal is on US Stock ACXM on Nov. 21, 2014, 18 days ago is Oct.28, 2014"
// 1)
PlotArrow(JXHH, "JXHH: ".n_days_ago, BelowLow, colorGreen); // "Return 18, it is correct"
n_days_ago = BarsSince( Cross(Close, SMA(55)) ); // "N days ago that close price crossover SMA55"
vol = Ref(Volume, n_days_ago ); //"I need to retreive Volume on the day when price crossover SMA55"
plot(vol, "");
Check the "vol" plot on your chart and you will see that it is getting the correct result.
Now, your formula is correct. I am getting correct result. Just double check that the first PlotArrow is returning 18.
Code 1)
n_days_ago = BarsSince( Cross(Close, SMA(55)) ); // "N days ago that close price crossover SMA55"
vol = Ref(Volume, n_days_ago );
plot(n_days_ago, "n_days_ago" , colorBlue, ChartBar, StyleSymbolNone);
Code 2)
n_days_ago = BarsSince( Cross(Close, SMA(55)) ); // "N days ago that close price crossover SMA55"
vol = Ref(Volume, n_days_ago );
plot(vol, "Vol");
I tested plotting both n_days_ago and Vol using above two sets of code. Vol is still always plotting the current day's volume, not as what expected n_days_ago's volume. Use AAPL as example: on Oct. 23, 2015 n_days_ago is 3, code2 should plot 3 days ago's (Oct.20) volume (48778800) rather than current date's (Oct.23) volume (59139600). I'll send you an image file of AAPL.
It is not urgent. I hope that it will not cause too much of your time. Thank you!
I got each days' volume when I plot "vol". I anticipate to get the same Volume for most of days, but I did not. The chart should be like steps rather than curve.
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