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Hi all,
Looking for some advice on how to calculate relative volume.
Example on a 30 min intraday chart I would like to calculate the
average volume of all the 9:30am bars over the last 20 days and then
the 10:00am bar over the last 20 days and so on.
I have racking my brains to solve this issue but with no success.
This is what I have done do far
bartp=93000; // NEED TO CHANGE THIS VARIABLE WITH EACH BAR
sig=timenum()==bartp;
totvol=sum(iif(sig,V,0),260); // add all 20 day vol for this bartp
totc=sum(iif(sig,1,0),260); // count number of times bartp appears
relvol=totvol/totc; //computer the average
The problem is that I have to hard code 93000.
Thanks in advance
Rajiv
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