You could first create a start-of-day signal array by checking for the date not being equal to the date of the previous bar. That would be something like this:
dn = DateNum(); StartDay = dn != Ref(dn, -1); That should give a one at the first bar of each new day. Once you have that, you could sum the volume a few ways, depending on exactly where you want the resulting numbers to be. Say you want them just on the last bar of those periods, then you could use something like: volSum = IIf(Ref(StartDay,-25), Sum(V, 25), 0); That says when the first bar of the day was 25 bars ago, store the value of the 25-bar sum of volume, otherwise store zero. So the volSum array would end up full of zeroes except for the 25th bar of each day which would have the sum of the previous 25 bars' volume. I don't have intra-day data so can't check this, but I think it should work. Regards, GP --- In [email protected], "hrokling" <[EMAIL PROTECTED]> wrote: > > I'm working on an Exploration, and want to REF the first 25 minutes of > the trading day (using a 1-min database). Would the right way to do > this be to find out what the time is for the current bar and then > calculate back in the array to figure out the timeperiod I want to > reference? > > I'm looking for the sum of the volume for this time period. TIA - any > advise is much appreciated. >
