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Historical average of volume as constant in an efs formula

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  • Historical average of volume as constant in an efs formula

    Hi everyone
    I'm wondering anyone know how to get an average volume of a symbol say YHOO for say 5 minute interval for say over 5 year period (between 6:30 to 13:00) without calling MA study of volume. This one value of average volume can then be used as a constant in an efs formula.
    Cheers
    Dzung Nguyen

  • #2
    This couldn't be calculated currently, because we do not carry more then 60 days of intraday data. If you are ok with a daily interval and an average volume of that, then it can be done with an EFS. I would suggest using /formulas/library/VolumeMA.efs as a basis to calculate this, and then saving it using setGlobalValue so it can be used in another EFS.
    Regards,
    Jay F.
    Product Manager
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    • #3
      Hi Jay

      Thanks for your reply. I'm, however, not familar with setGlobalValue() and I have questions:

      1. Suppose that I use /formulas/library/VolumeMA.efs to calculate the VolMA of a symbol say YHOO,5 (5 minute interval) for the latest 50 days. The "efs" then save the last value of VolMA using setGlobalValue as "GlobalAvgVol_YHOO". Do I need to run this "efs" to access "GlobalAvgVol_YHOO" ? If yes, do I have to open an 50+ intraday chart to get the valid "GlobalAvgVol_YHOO" ? If yes, will it slow down efs operations ?

      2. When I change the symbol to say MSFT, will the chart automatically access the "GlobalAvgVol_MSFT" ? If I don't want slow loading of MSFT chart due to operation of the "efs" to determine "GlobalAvgVol_MSFT" Is there a way to quick chart loading ?

      Regards
      Dzung Nguyen

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