Intraday Average Volume

Intraday Average Volume

Frustrated by dealing with intraday volumes, and the impossibility to have a reliable moving average, I coded this MA based on the volumes recorded at the same time of previous trading days. The code returns the average of the same time for the previous “d” days (in black) and a 1 sigma deviation up and down (in blue).

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No information on this site is investment advice or a solicitation to buy or sell any financial instrument. Past performance is not indicative of future results. Trading may expose you to risk of loss greater than your deposits and is only suitable for experienced investors who have sufficient financial means to bear such risk.

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  1. Maxime Baudin • 1 day ago #

    Thanks!

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