Relative Volume for Intraday Trading

Forums ProRealTime English forum ProScreener support Relative Volume for Intraday Trading

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  • #123664

    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:

    https://www.prorealcode.com/topic/relative-volume-rvol/

    https://www.prorealcode.com/topic/relative-volume/

    https://www.prorealcode.com/topic/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?

    #123668

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

     

    1 user thanked author for this post.
    #125551

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

Viewing 3 posts - 1 through 3 (of 3 total)

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