Using spreadsheet to produce VR indicator (Volume Ratio)

Stock Exchange and Market Analysis

Technical Analysis (11)

The amount of so-called first-line price , usually refers to the amount of the price of leading indicators . Via changes in trading volume in the stock ups and downs in the process , can be used as indicators of the strength of the market trading momentum , The Volume Ratio (VR) represents the supply and demand situation of the market . Compared with other indicators ( such as the ADR, Advance Decline Ratio ), it can accurately display the high and low points of the market or individual stocks . Today is let according to our VR import mathematical formulas Excel spreadsheet :
VRn _t : the n- day energy strength indicator on the t- th day , simply speaking (the total volume of days of increase in n days plus the total volume of half of the day ) is removed by (the total volume of days of decline within n days plus the balance) half of the total volume of the disc day ) ratio . detailed the following formula :
  VRn _t = (SUn _t + SFn _t / 2) / (SDn _t + SFn _t / 2)
  SUn _T = VII _T + VII _T-1 + ... + VII _{T-n + 1}
  SFn_t = VF_t + VF_t-1 + … + VF_t-n+1
  SDn_t = VD_t + VD_t-1 + … + VD_t-n+1
The VU _t
   = V _t ( when the first t closing price of the day > the first t-1 closing price of the day )
   = 0 ( when the first t closing price of the day ≦ first t-1 closing price of the day )
The VF _t
   = V _t ( when the first t closing price of the day = the first t-1 closing price of the day )
   = 0 ( when the first t closing price of the day ≠ first t-1 day closing price )
The VD _t
   = V _t ( when the first t closing price Day < first t-1 closing price of the day )
   = 0 ( when the first t closing price of the day ≧ first t-1 day closing price )
V _t : volume on the day of t
In order for the amount of energy RSI can be more meaningful , n value can not be taken too small , usually 26 as a reference value , in order to observe the stock price up or down the volume action , and as a basis for the market judged . Generally when the stock price When there is small fluctuation , VR will be between 80% and 350% . When it is less than 60% , it will enter the bottom area . When buying, it will have different VR values according to the stock property . On the contrary, when VR is higher than 550% . , chase price strength diminished , it is possible to form a head start , buy and sell signals are required to be by stocks past performance analysis and forecasting . Finally for the convenience of the reader utilize VR indicators , the author still continue to produce an analysis sample by using Makalot as template in Excel format for reader's reference:

template11.xlsx

In addition to this sample " historical stock price " to provide the amount of energy intensity of the reference index outside the spreadsheet , and the second spreadsheet provides the candlestick graph , volume and VR trend line for reference . If readers find any mistakes, please do not hesitate to correct me . Thank you !
In addition , the author made EXCEL spreadsheet for various indicators ( moving average , RSI, BIAS, stochastic KD line, William indicator, MACD, CDP and Bollinger band) for stock analysis , and further produced candlestick chart, figure charts and other technical indicators on the same chart , interested readers can refer to Ref.1.
Reference (Ref):
1. Investment Financial Notes - Stock Technical Analysis