Screening restriction Volume for a time interval

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02/20/2017 at 6:56 PM #25802 quote

Ringo
Participant

Junior

Hello,

I am building a screener which filters shares regarding different restrictions. I have no problems to set codes and restriction for price level, average daily volume, price above MAs, candle patterns and so on.

But what I need is following:

5 Minutes after the today us open ( 09:35) I need the volume of the shares for the first 5 minutes. That´s no problem so far…

But I also need the volume of the first 5 minutes of the day before so restriction is time 09:30-09:35 of the day before. How do I get the volume for this?

I tried with Volume (count bars before), but thats often not correct because some shares have pre open bars, others have not.

My target is to compare these two first 5 minute volumes to screen shares, which are xy % above pre day volume as a further restriction in my code.

Maybe someone can help me.

Thanks a lot.

02/21/2017 at 10:27 AM #25837 quote

Nicolas
Keymaster

Master

In ProScreener, history is only read once from left (old data) to right (current day). Maybe you could use Date & Time instructions to know if you are not “today” and save the last 09:30-09:35 Volumes information in a variable .. and make your comparison only on “today”? That’s a rough idea, I did not test it.
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Screening restriction Volume for a time interval

ProScreener: Market Scanners & Detection

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Ringo @ringo Participant

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This topic contains 1 reply,
has 2 voices, and was last updated by Nicolas
9 years ago.

Topic Details

Forum:	ProScreener: Market Scanners & Detection
Language:	English
Started:	02/20/2017
Status:	Active
Attachments:	No files

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