VolumeTrend - Modified AD Indicator

Modified AD indicator tracking volume increases on multiple scales

Function Syntax

=PFR.VolumeTrend(Security, Periodicity, Interval, MostRecentDate, LeastRecentDate, ExpirationPeriodicity, MinExpDays, SpreadSecurity, FillWithHeaders, TargetDateOverride, OnlyShowSignals, OnlyShowOneRow, UseSyntheticPrices, BarsToMerge, RefreshMode)

Parameters

Parameter Description
SecurityBloomberg security
PeriodicityBar scale
IntervalBar interval for MINUTE
MostRecentDateMost recent date
LeastRecentDateLeast recent date
ExpirationPeriodicityMONTHLY, WEEKLY, etc.
MinExpDaysMin days to expiration
SpreadSecurityOptional spread denominator
FillWithHeadersLabel with headers
TargetDateOverrideAlternate target date
OnlyShowSignalsShow only signals
OnlyShowOneRowShow only most recent
UseSyntheticPricesAllow synthetic prices
BarsToMergeBars to merge (1-5)
RefreshModeRefresh rate INTERVAL,DAILY,...,FREEZE

Output Columns

Column Description
Output 1Security Symbol
Output 2Run Date/Time
Output 3Periodicity
Output 4Interval
Output 5Last Price
Output 6VolumeTrend Index
Output 7Last 5 Bars
Output 8Divergence
Output 9Hurst Band Trend
Output 10Trend Change
Output 11Signal Edge%
Output 12Signal Duration
Output 13Target Date
Output 14Remaining Edge%
Output 15Remaining Duration
Output 16Fast VT Curvature
Note: This function requires Bloomberg Terminal to be running and logged in.