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Dean,
I think the program below does what you want to do. It compares the
volume today with the average volume at the same time of day for the past
7 days.
TradeDate1 = 1041116; // trade date 1 day ago
TradeDate2 = 1041115; // trade date 2 days ago
TradeDate3 = 1041112; // trade date 3 days ago
TradeDate4 = 1041111; // trade date 4 days ago
TradeDate5 = 1041110; // trade date 5 days ago
TradeDate6 = 1041109; // trade date 6 days ago
TradeDate7 = 1041108; // trade date 7 days ago
TradeDate8 = 1041105; // trade date 8 days ago
x1 = BarsSince(DateNum()==TradeDate1);
x2 = BarsSince(DateNum()==TradeDate2);
x3 = BarsSince(DateNum()==TradeDate3);
x4 = BarsSince(DateNum()==TradeDate4);
x5 = BarsSince(DateNum()==TradeDate5);
x6 = BarsSince(DateNum()==TradeDate6);
x7 = BarsSince(DateNum()==TradeDate7);
x8 = BarsSince(DateNum()==TradeDate8);
CumVol1 = Sum(V,x1); // cum vol today
CumVol2 = Sum(V,x2)-Sum(V,x2-x1); // cum vol 1 day
CumVol3 = Sum(V,x3)-Sum(V,x3-x1); // cum vol 2 days
CumVol4 = Sum(V,x4)-Sum(V,x4-x1); // cum vol 3 days
CumVol5 = Sum(V,x5)-Sum(V,x5-x1); // cum vol 4 days
CumVol6 = Sum(V,x6)-Sum(V,x6-x1); // cum vol 5 days
CumVol7 = Sum(V,x7)-Sum(V,x7-x1); // cum vol 6 days
CumVol8 = Sum(V,x8)-Sum(V,x8-x1); // cum vol 7 days
V0 = CumVol1-Ref(CumVol1,-1); // vol today
V1 = CumVol2-Ref(CumVol2,-1); // vol 1 day ago
V2 = CumVol3-Ref(CumVol3,-1); // vol 2 days ago
V3 = CumVol4-Ref(CumVol4,-1); // vol 3 days ago
V4 = CumVol5-Ref(CumVol5,-1); // vol 4 days ago
V5 = CumVol6-Ref(CumVol6,-1); // vol 5 days ago
V6 = CumVol7-Ref(CumVol7,-1); // vol 6 days ago
V7 = CumVol8-Ref(CumVol8,-1); // vol 7 days ago
AvgVol = (V1+V2+V3+V4+V5+V6+V7)/7; // 7 Day Average
diff = v0 - AvgVol;
Filter = DateNum()==Now(3);
AddColumn(O," Open ",1.2);
AddColumn(H," High ",1.2);
AddColumn(L," Low ",1.2);
AddColumn(C," Close ",1.2);
AddColumn(v0," Today ",1.0);
AddColumn(Avgvol," Average ",1.0);
AddColumn(diff,"Difference", 1.0 , IIf( diff < 0, colorRed, colorDefault),
colorDefault );
AddColumn( Cum(diff),"Cumulative", 1.0 , IIf( Cum(diff) < 0, colorRed,
colorDefault), colorDefault );
Buy=Sell=Short=Cover=0;
Bill S.
On Wed, 17 Nov 2004 20:48:42 -0000, Dean Hodgins <deanhodgins@xxxxxxxxx>
wrote:
>
>
> 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
>
>
>
>
>
>
>
> Check AmiBroker web page at:
> http://www.amibroker.com/
>
> Check group FAQ at:
> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> Yahoo! Groups Links
>
>
>
>
>
>
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