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brakkar
Posted : Friday, March 14, 2014 6:53:31 AM
Registered User
Joined: 1/25/2005
Posts: 39

Hi,

I would like to know if this is possible to do on tc2000 12 with it's formula language:

It would be for intraday indicator and scan:

Get volume of current stock since session open at 9:30 up to now. Let's call this "currentSessionVolume"

Get same information over same intraday time interval on latest 2 days. Average these. Let's call it "averageSessionVolume".  Then plot indicator of "averageSessionVolume" / "currentSessionVolume", let's call it "relativeVolume".

Also, would it be possible to have "relativeVolume" as a column in an intraday list of stocks, updating in real time. This means that the column would need at least 2 historical days of minute intraday data of each stock in the list.

I don't know if this is possible with your system. Please tell.

Bruce_L
Posted : Friday, March 14, 2014 9:38:33 AM


Worden Trainer

Joined: 10/7/2004
Posts: 64,759

TC2000 does not have a way to do this, but it does have a built in Volume Buzz criteria which can be used as a WatchList Column and sort which is based on the 100-day moving average of volume.

Definition of Volume Buzz

It is possible to do exactly what you want in StockFinder. The Above Average Volume topic has both an Intraday Volume Surge Indicator and an Intraday Volume Surge Condition that can be used to compare the current Volume up until that point in the day to the Average Volume up until that point of the day on an Intraday Chart in StockFinder Platinum.



-Bruce
Personal Criteria Formulas
TC2000 Support Articles
brakkar
Posted : Friday, March 14, 2014 1:39:17 PM
Registered User
Joined: 1/25/2005
Posts: 39

Thanks for answer Bruce.

Too bad the stockfinder product is not under active dev.

 

Another question please, still about the feasability of a concept with TC2000:

 

Intraday on a universe of stock:

Find stocks where current intraday day H-L at current point in time > to H-L of any of  latest 5 daily bars

Bruce_L
Posted : Friday, March 14, 2014 3:08:07 PM


Worden Trainer

Joined: 10/7/2004
Posts: 64,759

If you mean the total range of the daily bar so far on an intraday basis, then yes it is possible. You just have to make each comparison on its own.

H - L > H1 - L1 AND H - L > H2 - L2 AND H - L > H3 - L3 AND H - L > H4 - L4 AND H - L > H5 - L5

PCF Formula Descriptions
Handy PCF example formulas to help you learn the syntax of PCFs!



-Bruce
Personal Criteria Formulas
TC2000 Support Articles
brakkar
Posted : Friday, March 14, 2014 4:06:50 PM
Registered User
Joined: 1/25/2005
Posts: 39

tks !

Bruce_L
Posted : Friday, March 14, 2014 4:13:15 PM


Worden Trainer

Joined: 10/7/2004
Posts: 64,759

You're welcome.



-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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