Support Board
Date/Time: Wed, 27 Nov 2024 23:47:36 +0000
Post From: Average IntraDay Volume - Historical Comparison
| [2014-10-09 22:45:54] |
| drywater0 - Posts: 85 |
|
SC Support, Is there a study (or combination of studies) that would allow me to compare cumulative volume during the day to the corresponding average over previous days. Here is an example of what I'm trying to do. Assume the market opens at 9:30am and now it is 10:00am. I would like to compare the volume traded today versus the average volume for the same 30 minute period from 9:30am to 10:00am over the previous 10 trading sessions. I would then like to do this for the period from 9:30am to 10:30am, and then 9:30 am to 11:00am, etc, etc. Appreciate your help. |