Support Board
Date/Time: Sun, 24 Nov 2024 18:22:27 +0000
[User Discussion] - Comparing average volume as the day develops
View Count: 2464
| [2013-11-27 11:08:57] |
| darkpool - Posts: 39 |
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Hi all, Is there an existing study or perhaps a clever way to do the following using spreadsheets: I would like to know how much volume is developing today in comparison to the last X days at this point in time, as the day develops. So for example I would like to know that today at 09:00, 50 000 volume has traded. Over the last X days the average volume traded by 09:00 is 60 000. This would mean that so far today, volume is lower than the average. This would continue throughout the day. So you could compare how much volume has developed today at a point in time to the average volume at that point in time over the last X days. The idea is that you would be able to see how today's volume is developing as the day progresses in relation to the average volume at that specific time over the last X days. Hope that makes sense. |
| [2013-11-27 14:59:51] |
| Sawtooth - Posts: 4119 |
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Here's some threads about relative volume: Relative Volume - Session Statistic's http://www.sierrachart.com/supportboard/showthread.php?t=26498 |
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