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I would like to know if there is AB indicator that resembles this
TradeStation indicator:
This indicator plots the cumulative intraday volume through the time
of each bar (VolSum) and the average cumulative intraday volume
through the same time of day (VolSumAvg). This allows the user to
compare the day's volume up to the current time with the average
volume of the last N days through the same time of day. An input
allows the user to set the number of days of data to average into
the VolSumAvg.
Input: DaysToAvg(3);
Vars: LenOfDay(0), BarsPerDay(0), VolSumToAvg(0), VolSum(0),
VolSumAvg(0);
If BarType = 1 then begin
LenOfDay = TimeToMinutes(Sess1EndTime) - TimeToMinutes
(Sess1StartTime);
BarsPerDay = LenOfDay/BarInterval;
VolSumToAvg = 0;
If Date <> Date[1] then
VolSum = Ticks
else
VolSum = VolSum + Ticks;
For Value1 = 1 to DaysToAvg begin
VolSumToAvg = VolSumToAvg + VolSum
[BarsPerDay*Value1];
end;
VolSumAvg = VolSumToAvg / DaysToAvg;
Plot1(VolSum, "VolSum");
If BarNumber > BarsperDay * DaysToAvg then
Plot2(VolSumAvg, "VolSumAvg");
end;
Al,
Thanks.
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