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Re: [amibroker] Willing to pay $20 to get avg vol for every five min



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Below I have posted the volume indicator I use,  but FOX requested something more complex.  Anyways, thanks to Dan for the contribution.

_SECTION_BEGIN("Vol vs Avg Vol");
Period = Param("EMA Period", 30, 1, 100, 1 ); 

nEMA = MA(V, Period) ;

nPercent = ( (V/nEMA)-1 ) * 100 ;

above_avg = IIf ( nPercent > 0, colorGreen, Null ) ;

Plot( nPercent, " Vol % over average ", IIf (nPercent > 0, colorGreen, colorRed ), 2, ParamStyle ( "Style") ) ;
_SECTION_END();

He requested :

I like to compare the vol of  9:30, 9:35, 9:40 vs avg vol (3 months) of 9;30 9:35, 9:40.

Anyone has any idea on how to achieve this?

thanks again

tony
qitrader

On 12/12/05, Dan Clark <dan_public@xxxxxxxxxxx> wrote:

Fox,

 

The code below should plot what you want continuously for any bar period (daily, 5 min, hour, whatever).  Not interested in the money.

 

Regards,

 

Dan.

 

 

Plot( MA( V, 65 ), "Vol MA(65)", ParamColor( "Vol MA Color", colorOrange), styleLine | styleOwnScale + styleNoLabel + styleNoTitle );

 

Plot(V, "Vol", IIf( C > Ref(C, -1), ParamColor("Up Color", colorGreen), ParamColor("Down Color", colorRed ) ), styleHistogram | styleThick | styleOwnScale + styleNoLabel + styleNoTitle );

 


From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of fox97us
Sent: Sunday, December 11, 2005 10:04 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Willing to pay $20 to get avg vol for every five min

 

hello,

I have a 5-min intraday database. I like to compare the vol of every 5
min vs avg vol for every 5 min. For example, I like to compare the vol
of  9:30, 9:35, 9:40 vs avg vol (3 months) of 9;30 9:35, 9:40.

Some stocks may not have vol for certain time in the historical data.
In this case, the vol should be signed as 0.

The code need to run fast. For each day, it should take only 1-2
seconds to run for 5 stocks.


Please contact me at williamwang97@xxxxxxxxxxxx. I am willing to pay
$20 for your time and effort.


thank you very much!


william







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Please note that this group is for discussion between users only.

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