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Date/Time: Wed, 25 Dec 2024 02:27:09 +0000



Post From: Volume per second

[2015-11-01 06:58:06]
KhaosTrader - Posts: 128
I want to make a relative volume study for tick/range charts. To accomplish this I believe i would need to construct an array which would hold volume data for each second. Then I can compare prior bars to the current bars by looking at the relative volume for the seconds that were composed of the tick/volume bar.

Can you point me in the right direction for figuring out how to get this one second volume data in a range chart and/or tick chart?

Thank you in advance...