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Date/Time: Sat, 30 Nov 2024 02:48:33 +0000



Volume relative to intraday average

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[2022-08-16 05:45:56]
503 - Posts: 9
I am trying to replicate attached chart. The idea is to display volume relative to day average volume on 1 min chart. Say we start calculation from session open. We need, for instance, 15 min to start calculation of day volume, then the chart I need is the volume relative to this intraday average, not previous days. I tried relative volume study but it does not seem to be possible to achieve the outcome. Is there any other way?
imageninja relative volume.JPG / V - Attached On 2022-08-16 05:40:52 UTC - Size: 59.48 KB - 141 views
[2022-08-16 10:41:46]
Sierra_Chart Engineering - Posts: 17267
One thing you can do is add a Moving Average-Simple study based upon Volume and displayed in the Chart Region with Volume. You then can see how the individual bar volume compares to than average.

You would set the Length Input of that study to 15.

Refer to:
Moving Average - Simple
Sierra Chart Support - Engineering Level

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Date Time Of Last Edit: 2022-08-16 10:41:58
[2022-12-28 16:03:36]
coachted - Posts: 329
So I am trying to compare current cummalative daily volume to a 30 day avge daily volume on a 30 min chart...so mfor example I would like to see if todays cummulative daily volume through 11:00 am is greater or less than 30 day average of the cummulative volume through 11:00 am could you please advise...I am currently doin this on a 30 min chart with a session start time 9:30 and a session end time of 17:00. I also ahve and evening start time of 18:00 and an evening end time of 09:29:59...time zone is NY
[2022-12-28 17:45:53]
John - SC Support - Posts: 36350
If you are only wanting the Volume from 09:30 to 11:00, then you will need to setup a chart for the symbol that has Session Times with a Start Time of 09:30 and an End Time of 10:59:59 with no Evening Session. Refer to the following for Session Times:
Chart Session Times

Then you would add a 30 day moving average to the above chart using whichever Moving Average option you prefer.

You would then overlay the 30 day moving average to your other chart, which we assume would not have the Evening Session turned on, in order to use either the "Daily Cumulative Volume" study or the "Cumulative Sum of Study" study and have the data start at 09:30 rather than the previous evening.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
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