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I am interested in this indicator as well. I have something
similar but it doesn't do that kind of comparison. Maybe we can
work something out.
thanks
tony
qitrader
On 12/12/05, fox97us <williamwang97@xxxxxxxxxxxx> wrote:
hello,
I have a 5-min intraday database. I like to compare the vol of every 5
min vs avg vol for every 5 min. For example, I like to compare the vol
of 9:30, 9:35, 9:40 vs avg vol (3 months) of 9;30 9:35, 9:40.
Some stocks may not have vol for certain time in the historical data.
In this case, the vol should be signed as 0.
The code need to run fast. For each day, it should take only 1-2
seconds to run for 5 stocks.
Please contact me at williamwang97@xxxxxxxxxxxx. I am willing to pay
$20 for your time and effort.
thank you very much!
william
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