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Lvu2
Posted : Thursday, April 12, 2012 6:41:25 PM
Registered User
Joined: 10/7/2004
Posts: 38

Does the TC2000 data allow a user to calculate the exact # (number) of trades over a given time period ??   And also the average volume per trade over this same tiime period ??

Would like to be able to calculate the change ( % or net ) in both the # of trades or in the average volume per trade say , over  a 5 day period. A good way to tell if + how the Market Sentiment is shifting/changing

on a specific stock  .For example, the specific change in the average volume per trade per period is more telling than the broader change in average volume per period.

If this data is not already available in TC2000 shame on you !! Please add it soon, next revision !! 

Jamie

Bruce_L
Posted : Friday, April 13, 2012 8:09:14 AM


Worden Trainer

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

The Tick Time Frame represents individual trades.

Like all Time Frames in TC2000 version 12.1, it is limited to the most recent 500 bars of data however. This would make it impossible to determine the number of trades and average volume of each trade over a 5 day period unless the stock is very lightly traded with less than 500 trades during those 5 trading days.

Even without this 500 bar limit or for a lightly traded stock, the Personal Criteria Formula Language does not have syntax for determining the start of the trading day in intraday data. There would be no way to determine in a formula how many bars were in those 5 days algorithmically. You would need to manually determine the number of bars to calculate the average.

Thank you for your suggestion. It has been assigned case number 7160.

I could not say when or if your suggestion will be implemented.



-Bruce
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