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).

Blue skies!!

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  1. Maxime Baudin • 117 days ago #

    Thanks!

  2. Om • 74 days ago #

    Hello, thanks for sharing! Getting a message that Variable P is undefined?

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