How can i call the volume for each 30 min bar of the previous day? and the previous week same day (30 min)?

• 12/29/2020 at 10:24 AM #155519
  Khaled

  Good morning Roberto and Vonasi, can I ask another question please. On a 30min TF (for example), how can i call the volume for each 30 min bar of the previous day? and the previous week same day (30 min)?

  Example: we are 29 Dec. and I would like to plot (1) the current day volume between 9.00 am and 9.30 am, with (2) the 30 min volume of 28 Dec. between 9am and 9.30 am, with the (3) the last week (22 Dec.) volume between 9am and 9.30 am.

  Thank you

  

  Khaled

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  12/29/2020 at 10:53 AM #155526
  robertogozzi

  You can use arrays, 48 elements for the Daily array (24 hours * 2 elements each hour) and 240 for the Weekly array (24 hours * 2 elements * 5 days).

  Each 30 minutes you will need to shift all elements 1 place to make room for the new one.

   

   

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  robertogozzi

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  12/29/2020 at 10:57 AM #155529
  robertogozzi

  Do not append different questions to exixting topics. Start a new one, instead. Thank you 🙂

  I did it.

   

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  robertogozzi

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  12/29/2020 at 12:01 PM #155541
  Vonasi

  This returns the volume at the same time the previous day:

  $lastvol[opentime] = $vol[opentime] $vol[opentime] = volume return $lastvol[opentime]

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  $lastvol[opentime] = $vol[opentime] $vol[opentime] = volume   return $lastvol[opentime]

   

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  12/29/2020 at 12:26 PM #155549
  Khaled

  Thanks a million Vonasi!

  

  Khaled

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  12/30/2020 at 12:24 PM #155668
  Vonasi

  Sorry but I finally got around to testing that last bit of code and it only works for the first tick at the open of a new volume bar and after that the values update incorrectly.

  So I stopped trying to be clever by using arrays and went back to old fashioned loops. It is much slower to load but at least the results are correct. This one includes the volume from this time a week ago too.

  for b = 1 to barindex if opentime[b] = opentime and opendayofweek[b] <> opendayofweek then lastvol = volume[b] break endif next for b = 1 to barindex if opentime[b] = opentime and opendayofweek[b] = opendayofweek then lastweekvol = volume[b] break endif next return lastvol as "this time previous day", lastweekvol as "this time last week"

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  for b = 1 to barindex if opentime[b] = opentime and opendayofweek[b] <> opendayofweek then lastvol = volume[b] break endif next   for b = 1 to barindex if opentime[b] = opentime and opendayofweek[b] = opendayofweek then lastweekvol = volume[b] break endif next   return lastvol as "this time previous day", lastweekvol as "this time last week"

   

  Here is a version that when applied to a volume chart draws points showing the previous days volume for the same candle at this time and the previous weeks volume for the same candle on the same day.

  defparam drawonlastbaronly = true if islastbarupdate then for b = 1 to barindex if opentime[b] = opentime and opendayofweek[b] <> opendayofweek then lastvol = volume[b] drawpoint(barindex,lastvol,1)coloured(0,0,0) drawtext("D",barindex+1,lastvol,sansserif,bold,12) coloured(0,0,0) break endif next for b = 1 to barindex if opentime[b] = opentime and opendayofweek[b] = opendayofweek then lastweekvol = volume[b] drawpoint(barindex,lastweekvol,1)coloured(0,0,0) drawtext("W",barindex+1,lastweekvol,sansserif,bold,12) coloured(0,0,0) break endif next else lastvol = undefined lastweekvol = undefined endif return

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  defparam drawonlastbaronly = true   if islastbarupdate then for b = 1 to barindex if opentime[b] = opentime and opendayofweek[b] <> opendayofweek then lastvol = volume[b] drawpoint(barindex,lastvol,1)coloured(0,0,0) drawtext("D",barindex+1,lastvol,sansserif,bold,12) coloured(0,0,0) break endif next   for b = 1 to barindex if opentime[b] = opentime and opendayofweek[b] = opendayofweek then lastweekvol = volume[b] drawpoint(barindex,lastweekvol,1)coloured(0,0,0) drawtext("W",barindex+1,lastweekvol,sansserif,bold,12) coloured(0,0,0) break endif next else lastvol = undefined lastweekvol = undefined endif   return

   

  

  Vonasi

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  12/31/2020 at 10:04 AM #155765
  Khaled

  Thank you Vonasi. You’re a MASTER! I beleive this can help day traders to detect unusual volume spike during the day or to eliminate noise when price varies without volume.

  Again, thank you and happy holiday season!

   

  

  Khaled

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  01/07/2021 at 9:08 AM #156706
  Khaled

  @Vonasi, @robertogozzi, @Nicolas,

  Happy New Year!

  Khaled

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  Khaled

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  01/07/2021 at 9:22 AM #156711
  Nicolas

  FYI, intraday relative volume comparison as an indicator can be found here: https://www.prorealcode.com/topic/relative-volume-rvol/#post-125548

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  Nicolas

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  07/14/2021 at 5:27 PM #173633
  Karen

  Dear @Vonasi and PRC community

  Based on this great example, I tried to implement code for a screener that would allow me to calculate “Current cumulative volume up to this time of today / Cumulative volume up to this time of yesterday”. It looks like this:

  timeframe (daily) v=volume timeframe(default) vol = volume for b = 1 to barindex if opentime[b] = opentime and opendayofweek[b] <> opendayofweek then lastvol = SUMMATION[b](vol)[b] break endif next cv = v RV = round((v/lastvol),2) return rv

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  timeframe (daily) v=volume timeframe(default) vol = volume for b = 1 to barindex if opentime[b] = opentime and opendayofweek[b] <> opendayofweek then lastvol = SUMMATION[b](vol)[b] break endif next cv = v RV = round((v/lastvol),2) return rv

  Unfortunately, it did not work properly. When I check and manually count yesterday’s volume to some point in time, I can see that the lastvol is not counted correctly for that period. Could you help me fix a bug that is causing an incorrect calculation of lastvol?

  

  Karen

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  07/14/2021 at 6:26 PM #173639
  Karen

  It looks like I finally managed to solve this problem. This code is extremely slow, so it will take a lot of thinking to optimize it (and I would really appreciate tips on improving it – because it’s really VERY slow while using as a screener), but finally I can compare exact volumes!

  Defparam DRAWONLASTBARONLY = true timeframe (daily) v=volume timeframe(default) vol = volume for b = 1 to barindex if opentime[b] = opentime and opendayofweek[b] <> opendayofweek then lastvol = v[b] break endif next RV = round((v/lastvol),2) return RV as "Ralative Volume",1

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  Defparam DRAWONLASTBARONLY = true timeframe (daily) v=volume timeframe(default) vol = volume for b = 1 to barindex if opentime[b] = opentime and opendayofweek[b] <> opendayofweek then lastvol = v[b] break endif next RV = round((v/lastvol),2) return RV as "Ralative Volume",1

  

  Karen

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