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shinymoney
Posted : Friday, November 30, 2018 1:45:03 PM
Registered User
Joined: 10/22/2018
Posts: 5

Good Day,

I need a cutomformula for the "relativ volume at this time" for the pat 10 days.

Would the following fomula be correct?
 

AVGV1 /2 > (AVGV1.39 + AVGV1.78+AVGV.117+AVGV1.156+...+AVGV1.390)/10

Time inteval: 10Min Bars.

Is there a better way to do it? Thank you so much

Bruce_L
Posted : Friday, November 30, 2018 1:53:54 PM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138

Yes that should work, but keep in mind it would be the volume for the same 10 minute bar in the trading day, it would not be the cumulative volume in the trading day so far.



-Bruce
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shinymoney
Posted : Friday, November 30, 2018 2:06:02 PM
Registered User
Joined: 10/22/2018
Posts: 5

Thank you Bruce. I understand that. Is there a way to make it accumulative?

I knon that the folowing formua would not work:

AVGV /2 > (AVGV1+AVGV2+...AVGV10)/10 (1Day Bars)

Becuse if I make a mid day scan, it would compare mid day volume to full day volume for privious days.

Is there a way to know how many bars have passed since open and compar them to privious days? Possible?

Bruce_L
Posted : Friday, November 30, 2018 2:25:30 PM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138

It is kind of possible to determine the number of bars since the open. That said, you need to edit the formula each trading day and it only works if you have a way to uniquely identify the last bar of the previous tradaing day compared to all of the other bars for the same symbol in the same time frame. Using the open, high, low, close, and volume of the bar works most of the time for actively trading symbols, but doesn't work well for less active symbol.

SinceTrue(O = O'11/30/18' AND H = H'11/30/18' AND L = L'11/30/18' AND C = C'11/30/18' AND V = V'11/30/18', 39)

Now that just gives you a count (with all of the limitations given earlier). To get say the cumulative volume so far during the trading day would be quite a bit more complicated.

IIF(O'11/30/18' = O1 AND H'11/30/18' = H1 AND L'11/30/18' = L1 AND C'11/30/18' = C1 AND V'11/30/18' = V1, V, IIF(O'11/30/18' = O2 AND H'11/30/18' = H2 AND L'11/30/18' = L2 AND C'11/30/18' = C2 AND V'11/30/18' = V2, SUM(V, 2), IIF(O'11/30/18' = O3 AND H'11/30/18' = H3 AND L'11/30/18' = L3 AND C'11/30/18' = C3 AND V'11/30/18' = V3, SUM(V, 3), IIF(O'11/30/18' = O4 AND H'11/30/18' = H4 AND L'11/30/18' = L4 AND C'11/30/18' = C4 AND V'11/30/18' = V4, SUM(V, 4), IIF(O'11/30/18' = O5 AND H'11/30/18' = H5 AND L'11/30/18' = L5 AND C'11/30/18' = C5 AND V'11/30/18' = V5, SUM(V, 5), IIF(O'11/30/18' = O6 AND H'11/30/18' = H6 AND L'11/30/18' = L6 AND C'11/30/18' = C6 AND V'11/30/18' = V6, SUM(V, 6), IIF(O'11/30/18' = O7 AND H'11/30/18' = H7 AND L'11/30/18' = L7 AND C'11/30/18' = C7 AND V'11/30/18' = V7, SUM(V, 7), IIF(O'11/30/18' = O8 AND H'11/30/18' = H8 AND L'11/30/18' = L8 AND C'11/30/18' = C8 AND V'11/30/18' = V8, SUM(V, 8), IIF(O'11/30/18' = O9 AND H'11/30/18' = H9 AND L'11/30/18' = L9 AND C'11/30/18' = C9 AND V'11/30/18' = V9, SUM(V, 9), IIF(O'11/30/18' = O10 AND H'11/30/18' = H10 AND L'11/30/18' = L10 AND C'11/30/18' = C10 AND V'11/30/18' = V10, SUM(V, 10), IIF(O'11/30/18' = O11 AND H'11/30/18' = H11 AND L'11/30/18' = L11 AND C'11/30/18' = C11 AND V'11/30/18' = V11, SUM(V, 11), IIF(O'11/30/18' = O12 AND H'11/30/18' = H12 AND L'11/30/18' = L12 AND C'11/30/18' = C12 AND V'11/30/18' = V12, SUM(V, 12), IIF(O'11/30/18' = O13 AND H'11/30/18' = H13 AND L'11/30/18' = L13 AND C'11/30/18' = C13 AND V'11/30/18' = V13, SUM(V, 13), IIF(O'11/30/18' = O14 AND H'11/30/18' = H14 AND L'11/30/18' = L14 AND C'11/30/18' = C14 AND V'11/30/18' = V14, SUM(V, 14), IIF(O'11/30/18' = O15 AND H'11/30/18' = H15 AND L'11/30/18' = L15 AND C'11/30/18' = C15 AND V'11/30/18' = V15, SUM(V, 15), IIF(O'11/30/18' = O16 AND H'11/30/18' = H16 AND L'11/30/18' = L16 AND C'11/30/18' = C16 AND V'11/30/18' = V16, SUM(V, 16), IIF(O'11/30/18' = O17 AND H'11/30/18' = H17 AND L'11/30/18' = L17 AND C'11/30/18' = C17 AND V'11/30/18' = V17, SUM(V, 17), IIF(O'11/30/18' = O18 AND H'11/30/18' = H18 AND L'11/30/18' = L18 AND C'11/30/18' = C18 AND V'11/30/18' = V18, SUM(V, 18), IIF(O'11/30/18' = O19 AND H'11/30/18' = H19 AND L'11/30/18' = L19 AND C'11/30/18' = C19 AND V'11/30/18' = V19, SUM(V, 19), IIF(O'11/30/18' = O20 AND H'11/30/18' = H20 AND L'11/30/18' = L20 AND C'11/30/18' = C20 AND V'11/30/18' = V20, SUM(V, 20), IIF(O'11/30/18' = O21 AND H'11/30/18' = H21 AND L'11/30/18' = L21 AND C'11/30/18' = C21 AND V'11/30/18' = V21, SUM(V, 21), IIF(O'11/30/18' = O22 AND H'11/30/18' = H22 AND L'11/30/18' = L22 AND C'11/30/18' = C22 AND V'11/30/18' = V22, SUM(V, 22), IIF(O'11/30/18' = O23 AND H'11/30/18' = H23 AND L'11/30/18' = L23 AND C'11/30/18' = C23 AND V'11/30/18' = V23, SUM(V, 23), IIF(O'11/30/18' = O24 AND H'11/30/18' = H24 AND L'11/30/18' = L24 AND C'11/30/18' = C24 AND V'11/30/18' = V24, SUM(V, 24), IIF(O'11/30/18' = O25 AND H'11/30/18' = H25 AND L'11/30/18' = L25 AND C'11/30/18' = C25 AND V'11/30/18' = V25, SUM(V, 25), IIF(O'11/30/18' = O26 AND H'11/30/18' = H26 AND L'11/30/18' = L26 AND C'11/30/18' = C26 AND V'11/30/18' = V26, SUM(V, 26), IIF(O'11/30/18' = O27 AND H'11/30/18' = H27 AND L'11/30/18' = L27 AND C'11/30/18' = C27 AND V'11/30/18' = V27, SUM(V, 27), IIF(O'11/30/18' = O28 AND H'11/30/18' = H28 AND L'11/30/18' = L28 AND C'11/30/18' = C28 AND V'11/30/18' = V28, SUM(V, 28), IIF(O'11/30/18' = O29 AND H'11/30/18' = H29 AND L'11/30/18' = L29 AND C'11/30/18' = C29 AND V'11/30/18' = V29, SUM(V, 29), IIF(O'11/30/18' = O30 AND H'11/30/18' = H30 AND L'11/30/18' = L30 AND C'11/30/18' = C30 AND V'11/30/18' = V30, SUM(V, 30), IIF(O'11/30/18' = O31 AND H'11/30/18' = H31 AND L'11/30/18' = L31 AND C'11/30/18' = C31 AND V'11/30/18' = V31, SUM(V, 31), IIF(O'11/30/18' = O32 AND H'11/30/18' = H32 AND L'11/30/18' = L32 AND C'11/30/18' = C32 AND V'11/30/18' = V32, SUM(V, 32), IIF(O'11/30/18' = O33 AND H'11/30/18' = H33 AND L'11/30/18' = L33 AND C'11/30/18' = C33 AND V'11/30/18' = V33, SUM(V, 33), IIF(O'11/30/18' = O34 AND H'11/30/18' = H34 AND L'11/30/18' = L34 AND C'11/30/18' = C34 AND V'11/30/18' = V34, SUM(V, 34), IIF(O'11/30/18' = O35 AND H'11/30/18' = H35 AND L'11/30/18' = L35 AND C'11/30/18' = C35 AND V'11/30/18' = V35, SUM(V, 35), IIF(O'11/30/18' = O36 AND H'11/30/18' = H36 AND L'11/30/18' = L36 AND C'11/30/18' = C36 AND V'11/30/18' = V36, SUM(V, 36), IIF(O'11/30/18' = O37 AND H'11/30/18' = H37 AND L'11/30/18' = L37 AND C'11/30/18' = C37 AND V'11/30/18' = V37, SUM(V, 37), IIF(O'11/30/18' = O38 AND H'11/30/18' = H38 AND L'11/30/18' = L38 AND C'11/30/18' = C38 AND V'11/30/18' = V38, SUM(V, 38), IIF(O'11/30/18' = O39 AND H'11/30/18' = H39 AND L'11/30/18' = L39 AND C'11/30/18' = C39 AND V'11/30/18' = V39, SUM(V, 39), 1 / 0)))))))))))))))))))))))))))))))))))))))

And using this to compare against the volume so far in the previous 10 trading days would result in a formula a lot longer than that, so probably not really practical in this case even discounting the other limitations.

A better way to uniquely identify the last bar of the trading day would go a long way toward improving this technique.

Volume Buzz is probably a better solution, but it is for 100 days and only works as a WatchList Column and sort.

Today's Volume Buzz



-Bruce
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shinymoney
Posted : Friday, November 30, 2018 2:33:04 PM
Registered User
Joined: 10/22/2018
Posts: 5


Thank you Bruce

Bruce_L
Posted : Friday, November 30, 2018 2:35:26 PM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138

You're welcome.



-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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