KathyGGarcia

Cumulative Volume Index

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//@version=1
study("Cumulative Volume Index", "CVI")
exch = input(0, type = integer, minval=0, maxval=8,
    title="Exch: NYSE=0 NASDAQ=1 AMEX=2 OTC=3 TSX=4 TSXV=5 ETFS=6 Total=7 CAD Total=8")
adv_ticker = 
    exch == 8 ? "AVVX" : 
    exch == 7 ? "AVVT" : 
    exch == 6 ? "AVVE" : 
    exch == 5 ? "AVVV" : 
    exch == 4 ? "AVVS" : 
    exch == 3 ? "AVVD" : 
    exch == 2 ? "AVLU" : 
    exch == 1 ? "AVVQ" : 
    "AVVN"
dec_ticker = 
    exch == 8 ? "DVCX" : 
    exch == 7 ? "DVCT" : 
    exch == 6 ? "DVCE" : 
    exch == 5 ? "DVCV" : 
    exch == 4 ? "DVCS" : 
    exch == 3 ? "DVCD" : 
    exch == 2 ? "DVCA" : 
    exch == 1 ? "DVCQ" : 
    "DVCN"  
adv = security(adv_ticker, period, close)
dec = security(dec_ticker, period, close)
cvi = cum(adv - dec)
plot(cvi, color = gray)
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