Calculate difference in cum Volume

AFL Programming
1

Hi,

I want to explore for:
filter = (cumVolume at peak) - (cumVolume at previous peak) > 0;

Should be an easy one for the AB experts. Here’s the code, thanks.

function SumSince2( condition, array )

{

CumA = Cum( array );

return CumA - ValueWhen( condition, CumA ) + ValueWhen( condition, array ) ;

}

 optimizerSetEngine("cmae");  


z =param("1",2,.0001,2,.000001)            ;

// count bars since last peak or trough

pkb = PeakBars( c, z );    //BarsSince(z)-3;//

trb = TroughBars( c, z );   //BarsSince(y)-3;//

 // identify peaks

pk = pkb == 1;

tr = trb == 1;

 // define Plot color

color = IIf( Ref(pkb < trb,-1), colorRed, colorGreen );

 // calculate cumulated volume

cumVolume = SumSince2( pk OR tr, Volume);

Plot( cumVolume, "cumulated Volume", color, styleHistogram | styleOwnScale, 2 );
 

dist = ATR(1)/2;// 

for( i = 0; i < BarCount-1; i++ )

{

if( tr[ i+1 ] ) PlotText( NumToStr(CumVolume[ i ]/1000,1,1) +" ", i-1, L[ i ] - dist[i], colordarkRed );

if( pk[ i+1 ] ) PlotText( NumToStr(CumVolume[ i ]/1000,1,1) +" ", i-1, h[ i ] + dist[i], colorgreen );
                                                  
}
        
//   Filter =  ....   ??
       AddColumn(V*C,"");

Plot( Zig(Close,z), "Zig", u, styleThick,Null,Null,0,3,1);

_SECTION_BEGIN("Price");
SetChartOptions(0,chartShowArrows|chartShowDates);
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));
Plot( C, "Close", ParamColor("Color", colorDefault ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() ); 
_SECTION_END();
2

Been trying to figure this out all day.

Gotta pay someone to do it I guess. Any takers?

What’s the purpose of the forum?

3

Never mind. It just came to me.

  AddColumn(cumvolume-Ref(cumvolume,-pkb),"");
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