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Volume Spike Exploration for Amibroker (AFL)

3 / 5 (Votes 3)

Demo code by Progster in response to this thread here and posted in this thread

The formula is an exploration for finding volume spikes:

  • A volume spike is defined to be when volume exceeds a StdDev above it’s moving average
  • Looking back, the code filters for a volume spike an exact # of bars ago
  • Looking forward, the code filters for the first volume spike that takes place after the current bar.

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Formula

1 Comments

Hi do you have afl for volume spike in line chart
thanks

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