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  • Volume & Trade statistics

    Is there a way to find out a couple of volume & trade statistics in eSignal?

    1) Can I find out how many trades happened per bar? (whatever the time frame of the bar)
    2) Can I find out the volume per price point per par?
    3) Can I find out the aggregate volume for a symbol at a particular point in time? (e.g. YHOO total volume at 10:00 AM)

  • #2
    I'm pretty sure all these could be done through EFS (eSignal Formula Script) on some degree, and a few of them may already be done. I'm going to move this thread to the EFS Forum, and hopefully one of the community members over there can chime in with some help.

    Regarding your first request, try this EFS out. It will only work on bars going forward (not historically,) but it may do the trick for you.
    Attached Files
    Regards,
    Jay F.
    Product Manager
    _____________________________________
    Have a suggestion to improve our products?
    Click Support --> Request a Feature in eSignal 11

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    • #3
      Greezee

      Chris Kryza has a study called "Bar Volume Profile" that does one of the things you are looking for;

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      • #4
        Thank you, I'll take a look at those and see if I can somehow figure out the rest of the problems with an efs

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