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533.Text data calculation -- How to calculate Acc/Dis, OBV and related MA values of stock data?

User: editor -- 2010-06-12          << 532  534 >>
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Type: Text data calculation   
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Description:
How to calculate Acc/Dis, OBV and related MA values of stock data?

Formula of Acc/Dis:
Acc/Dist = ((Close ¨C Low) ¨C (High ¨C Close)) / (High ¨C Low) *
Period's volume

Formula of OBV:
If today's price close > yesterday's price close then OBV =
yesterday's OBV + today's volume.
If today's price close < yesterday's price close then OBV =
yesterday's OBV - today's volume.
If today's price close = yesterday's price close then OBV =
yesterday's OBV
Input Sample:
CODE,DATE,OPEN,HIGH,LOW,CLOSE,VOLUME
MNI,08/03/09,2.39,2.84,2.31,2.60,4893300
MNI,08/04/09,2.71,2.75,2.30,2.52,1908100
MNI,08/05/09,2.52,2.56,2.09,2.27,2567600
MNI,08/06/09,2.21,2.40,2.02,2.08,1646200
Output Sample:
DATE TIME OPEN HIGH LOW VOLUME CLOSE Acc/Dist MA(24)_Acc_Dist OBV MA(12)_OBV
08/03/09 00:00 2.39 2.84 2.31 4893300 2.60 461632.08 461632.08 0 0.00
08/04/09 00:00 2.71 2.75 2.30 1908100 2.52 -42402.22 209614.93 -1908100 -954050.00
08/05/09 00:00 2.52 2.56 2.09 2567600 2.27 -600927.66 -60565.93 -4475700 -2127933.33
08/06/09 00:00 2.21 2.40 2.02 1646200 2.08 -1126347.37 -327011.29 -6121900 -3126425.00
Answer:
Hint: You need to Download and install "Replace Pioneer" on windows platform to finish following steps.
1. ctrl-o open source text file
2. ctrl-h open replace dialog
* set "replace scope" to "Line"
* in "search for pattern" enter:

* in "replace with pattern" enter:

* in "Advanced Page", enter following in "Run following for each matched unit" entry:

3. click "Replace", done!
Download Script:  scripts/533.rst.zip

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Check Demo of Text data calculation
Keywords:
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