Price-Volume Histogram

[mike_scott]

I am looking for a way to chart a volume histogram for a stock that shows the number of shares purchased at each price over a given number of past traded shares (input paramater).

For example if a stock has a float of 1M shares, I would like to collect the last 1M trades (perhaps aggregated into small intervals like 5 minutes) and plot the number of shares traded at each price point over that last 1M shares.

Does a script exist for this? Or perhaps a script that does the same thing over a given time interval.

Mike Scott
Tarzana, CA

[AssetHound]

Re: Price-Volume Histogram

Mike,

In the file share, specialty scripts, there are some volume profile scripts that "may" address your question.

Bob

Originally posted by mike_scott
I am looking for a way to chart a volume histogram for a stock that shows the number of shares purchased at each price over a given number of past traded shares (input paramater).

For example if a stock has a float of 1M shares, I would like to collect the last 1M trades (perhaps aggregated into small intervals like 5 minutes) and plot the number of shares traded at each price point over that last 1M shares.

Does a script exist for this? Or perhaps a script that does the same thing over a given time interval.

Mike Scott
Tarzana, CA