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Thanks Tomasz,
that worked with a bit of jigging. Subtracting the volume from the
start of the day leaves you with no volume on that bar so have to
subtract from end of yesterday.
Is there a better way to get last bar of day without forward looking?
d = Day();
newDay = d != Ref(d, -1);
eod = Ref(newDay, 1); // Last bar of day
CumVolume = Cum(V);
Vw = Ref(ValueWhen(eod, CumVolume), -1); // Subtract volume from eod
Vw = Nz(Vw, 0); // Zeros for first day
intradayCumVolume = CumVolume - Vw;
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> wrote:
>
> Did you switch periodicity to "Intraday"?
>
> Plus, don't add that "1". should be
> Sum( V, BarsSince( newDay ) )
>
> or better yet,
>
> cv = Cum( Volume );
>
> intradaycumvolume = cv - ValueWhen( newDay, cv );
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
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