Small changes needed to existing Intraday Cumulative Intraday Volume Indicator

nicko · Tue, 23 Mar 2021 17:42:21 +0000

JMat45 has done an amazing job coding “Volume analysis – intraday” https://www.prorealcode.com/prorealtime-indicators/volume-analysis-intraday/ This is an indicator exactly that I am looking for, however there are a few minor errors that I do not seem to be able to correct as my coding skills are amateur at best. When I run the code on US Stocks it only works on the second Bar and excludes the first Bar and the first bar’s volume. This applies to the first bar of all timeframes. (I have tried to adjust the start time and adjust the trading hours but no luck) The Averages calculated for each bar also includes the current bar when it should only calculate it on the previous bar. For clarity – I want to be able to monitor US stocks and the volume they trade during the Opening Bars(be it 5m, 10, 15m etc) against the average volume traded during previous days Opening Bars. It seems there should be a simply remedy to the code but having tried all possibilities it has beaten me ! Many thanks for any help. I do believe it will be a useful indicator for anyone who likes Volume.

This topic has 2 replies, 2 voices, and was last updated 3 years ago by nicko.

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03/23/2021 at 6:42 PM #165084
nicko
JMat45 has done an amazing job coding “Volume analysis – intraday”

https://www.prorealcode.com/prorealtime-indicators/volume-analysis-intraday/

This is an indicator exactly that I am looking for, however there are a few minor errors that I do not seem to be able to correct as my coding skills are amateur at best.

When I run the code on US Stocks it only works on the second Bar and excludes the first Bar and the first bar’s volume. This applies to the first bar of all timeframes. (I have tried to adjust the start time and adjust the trading hours but no luck)

The Averages calculated for each bar also includes the current bar when it should only calculate it on the previous bar.

For clarity – I want to be able to monitor US stocks and the volume they trade during the Opening Bars(be it 5m, 10, 15m etc) against the average volume traded during previous days Opening Bars.

It seems there should be a simply remedy to the code but having tried all possibilities it has beaten me !

Many thanks for any help. I do believe it will be a useful indicator for anyone who likes Volume.
nicko
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03/23/2021 at 7:37 PM #165092

robertogozzi

Try replacing line 12 with:

Marker = i-1

1

Marker = i-1

robertogozzi
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03/23/2021 at 9:07 PM #165096

nicko

Roberto

Many thanks for the suggestion. Sadly it does not work.

I am using PRT for IG. If the contract is “All Sessions” like Tesla it will show the Volume of the First Bar as requested (as there were other Bars of that day before it). However if it is a contract that only starts at 2.30pm then it will not show the volume of the 1st Bar (I even tried to make the first bar as being the last bar of the night before).

Is there something that PRT and/or IG do so that an indicator/code would not work on that first Bar ?

nicko
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