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I'm wondering if anyone has any code that would filter/scan the
cummulative volume for the current day versus the average cummulative
volume for the day but only to the same point as today's volume.
For example if I'm using 15 min bars and I'm 4 bars into the current
day I'd like to compare that volume with the "normal" (say 10 day
average) volume 4 bars into the current day.
The problem or issue here is that the formula would have to be
dynamic in the sense that it compares/calculates only volume to a
certain point in the trading day which changes each time a new scan
is run assuming that new bars have elapsed.
As always - any ideas most apprecaited.
Thanks & Regards,
Dean Hodgins
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