Date/Time: Sat, 22 Jan 2022 00:17:14 +0000
[User Discussion] - volume averages/scaled vol by price
View Count: 1056
|saxo12 - Posts: 38|
is it possible to put an average of n periods back on the vol bars
ie @ 09.30 bar (30 min bar) average vol of this for say 10 days of vol for 09.30
this will then show if the current bar is above/below this average
also for the vol by price study, can the length of the vol be set to a standard scale and not to the vol of the current bar vol
ie 10k contracts (highest vol for that bar}at a certain price be a set horizontal dist
so that at the next bar the highest vol @5k will be 1/2 the horizontal dist of 10k
|M5amhan - Posts: 468|
as far as the second question
there are two columns Maximum Volume Bar Width Type & below Percentage
trying playing around with those two to get what you need (if you set percentage to 100 and type to window, it will stop the bars at 100% of the window. which is at the end)
you would have to code the first study together
|TastyRisk - Posts: 119|
There's a study that someone made on the old board that compares current volume against the same time at prior days.
I was thinking about that post myself but have not had time to hunt for it. the main bulk of the thread is about delta and there's several board members contributing to the code.
:hmmmm: However- If you're using volume bars then volume is a set constant factor, so you might have to compare bar time duration instead to get the current days variance. ...Or compare the volume on a time based chart and overlay the findings onto your volume chart.
Date Time Of Last Edit: 2013-06-12 06:32:44
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