Hi all,
I have been attempting to debug this one for a week. The ouput of the scan for the column highvol, does not match the plot of highvol.
I am trying it on intraday data, 5 minute TF with eSignal as my data provider.
Thanks in advance.
Rajiv
newday=Day()!=Ref(Day(),-1);
barnum = BarsSince(newday); //bar number from start of the day
d=30;
nV=ValueWhen(newday,V,1);
Cv=(Sum(V,barnum)+nv);
Avgvol=0;
sqsum=0;
Va=CV;
if (Interval()<inDaily) {
n = round(3600*6.75/Interval()); //number of bars in the day
for (i=0; i<n; i++)
{
VarSet("vol"+i,IIf(i==barnum,Va,0));
VarSet("volas"+i,IIf(i==barnum,Va*Va,0));
}
for (i=0; i<n; i++) {
Avgvol=IIf(barnum==i,Sum(VarGet("vol"+i),n*d)/d,Avgvol);
sqsum=IIf(barnum==i,Sum(VarGet("volas"+i),n*d)/d,sqsum);
}
relsd=sqrt(sqsum-(Avgvol*Avgvol));
}
Highvol=(Va >(1.5*relsd + Avgvol));
Plot(Highvol,"highvol",colorGreen,styleLine);
Filter=1;
AddColumn(Cv,"cv",1.2);
AddColumn(Avgvol,"avgvol",1.2);
AddColumn(relsd,"relsd",1.2);
AddColumn(1.5*relsd + Avgvol,"cvtest",1.2);
AddColumn(Highvol,"highvol",1.2);
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