Relative Volume for Intraday Trading

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03/27/2020 at 11:21 PM #123664 quote

Roberto
Participant

Junior

Hello PRT coder community,

I want to create a feature within the Pro Screener that requires a given relative volume intraday. The definition of Intraday Relative Volume is the Volume of today so far divided by the Volume of the previous 10 days up to that time in the day. For example, if it is 17:00, I would like to compare the Volume so far today to the average volume of the previous days up to 17:00.

I am aware of the following topics:

Relative Volume (RVOL)

Relative Volume

Intraday Relative Volume for 5min chart

However, using the pieces of code shown in those posts and adding some of my own thinking, still I could not make it work satisfactorily.

It should be as easy (in description) as accumulating the volume in the 1 minute chart up to the current time, calculating the average of the volume up to this time of the last 10 days, and dividing the former by the latter.

Any idea on know I could get started with this code?

03/28/2020 at 1:20 AM #123668 quote

robertogozzi
Moderator

Master

>> Please update your country flag in your profile. Thank you 🙂 <<

Roberto thanked this post

04/10/2020 at 10:04 AM #125551 quote

Nicolas
Keymaster

Master

RVOL calculation: indicator for PRT v11 is available there: https://www.prorealcode.com/topic/relative-volume-rvol/#post-125548
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Relative Volume for Intraday Trading

ProScreener support

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Author

Roberto @roberto_de_la_iglesia Participant

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This topic contains 2 replies,
has 3 voices, and was last updated by Nicolas
5 years, 9 months ago.

Topic Details

Forum:	ProScreener support
Language:	English
Started:	03/27/2020
Status:	Active
Attachments:	No files

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