Screening restriction Volume for a time interval

• 02/20/2017 at 6:56 PM #25802
  Ringo

  Hello,

  I am building a screener which filters shares regarding different restrictions. I have no problems to set codes and restriction for price level, average daily volume, price above MAs, candle patterns and so on.

  But what I need is following:

  5 Minutes after the today us open ( 09:35) I need the volume of the shares for the first 5 minutes. That´s no problem so far…

  But I also need the volume of the first 5 minutes of the day before so restriction is time 09:30-09:35 of the day before. How do I get the volume for this?

  I tried with Volume (count bars before), but thats often not correct because some shares have pre open bars, others have not.

  My target is to compare these two first 5 minute volumes to screen shares, which are xy % above pre day volume as a further restriction in my code.

  Maybe someone can help me.

  Thanks a lot.

  

  Ringo

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  02/21/2017 at 10:27 AM #25837
  Nicolas

  In ProScreener, history is only read once from left (old data) to right (current day). Maybe you could use Date & Time instructions to know if you are not “today” and save the last 09:30-09:35 Volumes information in a variable .. and make your comparison only on “today”? That’s a rough idea, I did not test it.

  

  Nicolas

  Keymaster

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