Hello guys. I am rather new to the Foreign Exchange and have only been trading for close to two years. I have been building purely quantitative technical systems all summer and I am currently working on one that uses volume, movement and time. I use multiple time frames as my source for data for the system as a whole, but for this particular question, I am using only the 5 minute chart as my source of data. What I am most interested in at the moment is how to determine area above and below the curve on two graphs that I have found a very unique correlation in. I used a the 5 minute data (open, close and volume) for the entire day of June 11th 2013 for this example. Volume was assigned a direction (+ or -) depending on the movement value per 5 minute period. If movement was positive, Volume was assigned positive, if movement was negative, volume was assigned negative for each period. After the volume for each period was assigned its new positive or negative value, I summed up the positive and negative volume for each hour from the 5 minute data and did likewise with the movement. After this process was completed, I graphed the Net volume sum and Net movement sum over time in one hour intervals for the full 24 hour period of June 11th. These are the graphs.
Does anyone know where I how to calculate the Area under the curve and above the curve for each chart? Eventually I want to figure out how to scale the two graphs, overlay them on top of each other and calculate the area between the two to see what I find. If it is necessary for me to buy software please let me know where I can get my hands on it, Thanks very much. Moving from basic math to calculus ^-_-^
[QUOTE=“Leg0nd;511022”]Hello guys. I am rather new to the Foreign Exchange and have only been trading for close to two years. I have been building purely quantitative technical systems all summer and I am currently working on one that uses volume, movement and time. I use multiple time frames as my source for data for the system as a whole, but for this particular question, I am using only the 5 minute chart as my source of data. What I am most interested in at the moment is how to determine area above and below the curve on two graphs that I have found a very unique correlation in. I used a the 5 minute data (open, close and volume) for the entire day of June 11th 2013 for this example. Volume was assigned a direction (+ or -) depending on the movement value per 5 minute period. If movement was positive, Volume was assigned positive, if movement was negative, volume was assigned negative for each period. After the volume for each period was assigned its new positive or negative value, I summed up the positive and negative volume for each hour from the 5 minute data and did likewise with the movement. After this process was completed, I graphed the Net volume sum and Net movement sum over time in one hour intervals for the full 24 hour period of June 11th. These are the graphs.
Does anyone know where I how to calculate the Area under the curve and above the curve for each chart? Eventually I want to figure out how to scale the two graphs, overlay them on top of each other and calculate the area between the two to see what I find. If it is necessary for me to buy software please let me know where I can get my hands on it, Thanks very much. Moving from basic math to calculus ^-_-^[/QUOTE]
The good news… You would be able to do this in excel… The bad news is that it is way too complicated for me to try and explain.
