Registered User Joined: 12/6/2011 Posts: 13
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I need a % vol. for 50day avg. Example: If a stock shows 100% vol at day's end it's at avg. vol. if a stock shows 100% at 12pm it's special. I have a %vol setup with tradestation , I look at stock with high % vol in the first tens minutes . again a stock could have 50% in the first 20 mins. of trading and end up with 250 % at the end of day. Mitch
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Registered User Joined: 12/6/2011 Posts: 13
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can u help ?
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Administration
Joined: 9/30/2004 Posts: 9,187
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Add "Today's Volume Buzz" as a column in your watchlist. It uses the 100 day average instead of a 50-day average, but I think the results will be helpful.
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Registered User Joined: 12/6/2011 Posts: 13
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input:AvgDays(10);
var:
VVol( 0 ),
AvgVVol( 0 ),
PVol( 0 );
if BarType >= 2 then { ie, not tick/minute data } begin
VVol=V;
AvgVVol=AverageFC(V,AvgDays);
if AvgVVol<>0 then PVol=(VVol/AvgVVol);
Plot1(VVol,"VolToday") ;
Plot2(AvgVVol,"AvVol") ;
Plot3(PVol,"%Vol");end;
This is the formula for 10 days. vol. buzz is not correct. need 10 days not 50.
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Worden Trainer
Joined: 10/7/2004 Posts: 65,138
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It is not possible to create a formula for this. Volume Buzz is as close as you are going to get if you need to include the time of day in the calculations.
Note that the sort order of a Volume Buzz type formula for any particular number of days is the same if the time of day is not included and will have the same results at the end of the day as the Volume Buzz type formula.
So the following formula will have the same sort order as Volume Buzz:
100 * V / AVGV100
A 50-Period version would just be:
100 * V / AVGV50
And a 10-Period version would just be:
100 * V / AVGV10
-Bruce Personal Criteria Formulas TC2000 Support Articles
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