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[amibroker] How to make variable volume bars?



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Hello,

I have been successful with making indicator charts that use constant  
volume bars with the number of shares set automatically based on  
having a constant number of bars for the last 24 hours (trading hours  
only).  I also do high speed indicator based backtesting/optimizing  
in my AFL.  There is only one problem I face:  When I am trading, the  
constant volume number changes throughout the day if the average  
volume changes significantly.  This is fine, but when I am looking at  
a backtest of the last 20 days, I can only use one volume number for  
the whole period --which will not give the same trading signals.

Ideally, the volume per bar would change after each bar is complete  
for the next bar.  In other words, the constant volume number would  
be an array that is calculated based on the average time per bar.

I run a 5 second database, and the average time per bar is in the 2  
minute area.  So, in AFL, I can create the OHLC arrays in a linked  
chart.  However, I can not make a usable chart with studies in that  
way.  I need to get the data into another chart format to do that.

Any clever suggestions?

Thanks,
Dennis



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