StockFetcher Forums · Filter Exchange · Time of Day Indicator?<< >>Post Follow-up
bka58
49 posts
msg #124620
Ignore bka58
8/6/2015 7:00:21 PM

Is there any time of day indicator here? I want to try to code for volume that exceeding the norm for a given time of day. For instance, I would like to know what percent of the average volume stock ABC is at first hour or after 90 minutes, etc.

mahkoh
890 posts
msg #124627
Ignore mahkoh
modified
8/8/2015 3:56:09 PM

Fetcher[
s&p500

add column relvol
sort column 5 descending
set{avgvolspy,ind(spy,average volume(20))}
set{volspy1,ind(spy,volume)}
set{spyvol,volspy1/avgvolspy}
set{xvol,volume/average volume(20)}
set{relvol,xvol/spyvol}
]



This is for intraday use. It relates volume to spy's volume and will give an indication of relative volume.


bka58
49 posts
msg #124634
Ignore bka58
8/10/2015 10:39:35 AM

Interesting. Thank you.

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