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Date/Time: Sat, 27 Jul 2024 01:36:07 +0000



RVOL

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[2024-05-08 21:23:14]
User807056 - Posts: 3
HI,

I have read your help age of market internals. I have not seen the metric RVOL which I want to use to identify trending days 20mins into a session. What I need is for exchanges like S&P500, the ratio of the total green volume to the total red volume since market open (not previous close). If the ratio is greater than 3, this is one of couple of statistics including Tick and Advance decline that indicate a trend day. I dont specifically see RVOL listed.

It RVOL there somewhere?
How can I make RVOL from what you have available?

I see some related statists but they are calculated referring to the previous day close which is not useful. What we need is to know since session open what is the ratio of green volume to red volume.

There is one metric called UVOL, this use previous day close as well.
Question 2, is it possible to get UVOL to reference session open rather than previous day close?
Then I could divide UVOL by DVOL?

Makes no sense to me that the metrics reference previous day close, since that is not the right reference point for use during the start of a session because pre-session data is included.

My goal is identify a trending day within 20mins of session open.

Thanks,
Nick
[2024-05-08 21:25:02]
John - SC Support - Posts: 33316
What we have available for Market Statistics is listed at the following link:
Sierra Chart Market Statistics: Symbols

If you do not see what you are wanting, then we do not have it.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing

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