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Market Activity Indicator / Buy Pressure Formula needed

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endeffects
79
endeffects  

I have a list of the buy volume size and the involved order count.
Now i'd like to calculate an index for the current buy pressure
for each row to reflect the increase or decrease of the activity.

The list itself will be updated with additional rows on each tick.


Volume;Count
51;141
49;146
50;154
52;158
50;158
52;168
54;172
55;178
56;181
58;197
57;202
58;216
54;216
51;223
50;225
49;232
72;236
70;239
71;258
70;274
65;288
61;291
63;295
60;309
61;311
62;315
63;321
62;322
63;325
64;327
68;337
67;357
68;358
110;357
115;361
114;361
113;383
111;383
110;383
95;359
91;359
80;354
79;356
80;360
whroeder1
17116
whroeder1  
endeffects: I have a list of the buy volume size and the involved order count.

Now i'd like to calculate an index for the current buy pressure for each row to reflect the increase or decrease of the activity.

  1. You will have to define what you mean by index. Only with concrete definitions can it be coded. Perhaps just a moving average will suffice.

  2. You have only four choices: We're not going to code it for you (although it could happen if you are lucky or the problem is interesting.) We are willing to help you when you post your attempt (using SRC) and the nature of your problem.
              No free help
              urgent help.
iztrader
53
iztrader  
endeffects:

I have a list of the buy volume size and the involved order count.
Now i'd like to calculate an index for the current buy pressure
for each row to reflect the increase or decrease of the activity.

The list itself will be updated with additional rows on each tick.


I would build an array of the volume differences:
V1: -2
V2: 1
V3: 2
...

then apply TEMA on that array.
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