[amibroker] Standard deviation of Intraday average volume

["gucytribe" <angus@xxxxxxxxxxxxx>]

Hi,

I downloaded this code from the Amibroker AFL library which calculates the intraday average volume. I have been trying to calculate the standard deviation of volume for the same time of day, however after messing around with it for quite some time I still haven't managed to code anything that gives the correct answer.

Can someone please help?

Many thanks.


Avgvol=0;
if (Interval()<inDaily) {
	n = round(3600*6.75/Interval());  //number of bars in the day
	d = Param("Lookback days",5,1,30,1); //averaging period
	barnum = BarsSince(Day()!=Ref(Day(),-1)); //bar number from start of the day
	for (i=0; i<n; i++) {
		VarSet("vol"+i,IIf(i==barnum,V,0));
	}
	for (i=0; i<n; i++) { 
		Avgvol=IIf(barnum==i,Sum(VarGet("vol"+i),n*d)/d,Avgvol);
	}

}




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