Yesterdays intraday volume

[daugustine]

How would i retrieve the volume for the same period yesterday in order to compare it to today or (preferably) to compare todays average/cumulative volume to the weekly average for the time period specified (i.e. @ 10 AM I'd like to check whether the volume is lighter or heavier than normal)

Dennis

[eSignal_JasonK]

Hello Dennis,

Here are a couple of formulas for you to check out. The first one here sounds closer to what you wanted. It compares the current bar's volume (intra-day) to the average volume of the relative bar from the previous N (default is 5) days. I recommend you set up a custom time template to force N number of days worth of data to load, especially if you're going to be changing the charts interval on a regular basis. Otherwise, you can just scroll the chart back to load enough data for the formula to calculate the MA. Also, it will only show you data for the current trading day.

BarVolumeToMA.efs



I thought you might be interested in the formula below also. It compares the current day's cumulative volume to the previous N days daily average volume.

OnPaceVolumeRatio.efs

[jm11]

Hi Jason

I seem to be having problems with BarVolumeToMA.efs.

I only get bars from 1PM on.
(I get the same result with different time frames)

I also get an error when I decrease bar spacing all the way:
Line 116: TypeError aVol[i] has no properties
(the error goes away if I reload the formula)


Any suggestions?

Thanks

JM

[eSignal_JasonK]

Hello JM,

I was able to reproduce the TypeError and made a minor modification to the formula that seems to fix that. Try the new version and let me know if this errors occurs.

BarVolumeToMA.efs

I was not able to reproduce the problem where the bars only appear from 1PM on. Please provide me with some more details as far as symbols, intervals, time templates etc. Any other information you can provide that will recreate the problem would be helpful.

[jm11]

Hi Jason

Sorry it took me a while to answer but only got back to that subject a couples of days ago. Thank you for helping so promptly.
I got it working by using a time template that loads more days than the lookback period and with the new version I could not reproduce the 1pm behavior.

I was looking at the OnPaceVolumeRatio.efs and find it very useful for determining how heavy or light the volume is for the day.
A great addition to that efs would be plotting a cumulative version of the the previous N days daily average volume.
So for example one could compare the 10:30am cumulative volume of the current day to the average cumulative volume until 10:30am for the last N days.
Would that be possible to implement?

Thanks for your help
JM

[LW212]

OnPaceVolumeRatio.efs

Hello Jm11,

I was looking for a formula (EFS) that would check the "on pace volume" ... I did a search and saw your post from about OnPaceVolumeRatio.efs.

Where can I get/download that forumula?

Thanks in advance.
LW212
[email protected]

[eSignal_JasonK]

Hello LW212,

If you go to my post dated 10-02-2003 earlier in this thread you will see a link to download that formula.