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Good Day Dean,
I would like to do the same with 5 min bars. Problem is that what we
need is a way to count down the bar. I asked for support on this and
never got it. Anyway here is a way to do it for the day. I use the
title bar for this and use real time data. Essentially I use my EMA
of the volume and divide it out into as many time periods in the day
I would like - by the hour 6.5 . For example I do a - WriteIf(TimeNum
()<=80000 AND CumVol<VV*.5 ,CC6,C3)+" 8:00 AM" etc. My
background is black so when the condition is met the portion of the
screen which is originally blacked out becomes visable showing 8:00
AM. The TimeNum thing is not really necessary. Anyway, like you I
would like to do 5 min bars as well - and you can do the same as
above but you have to watch the Now() tick over for each bar to make
the comparison. I use this concept all the time because it
demonstrates visually how far ahead/behind the stock's volume is. As
well I use this info and compare it against the Dow and Nasdaq
volumes throughout the day to get an idea of how the stock is
performing against the market. Many people compare a stocks daily
volume to a long term EMA of the stock's volume to trigger an alert
but the problem is that it takes almost all day in some cases for
this to happen. This works much better.
Greg
--- In amibroker@xxxxxxxxxxxxxxx, "Dean Hodgins" <deanhodgins@xxxx>
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
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