Hi all, Looking for some advice on how to calculate relative volume. Example on a 30 min intraday chart I would like to calculate the average volume of all the 9:30am bars over the last 20 days and then the 10:00am bar over the last 20 days and so on.
I have racking my brains to solve this issue but with no success. This is what I have done do far bartp=93000; // NEED TO CHANGE THIS VARIABLE WITH EACH BAR sig=timenum()==bartp; totvol=sum(iif(sig,V,0),260); // add all 20 day vol for this bartp totc=sum(iif(sig,1,0),260); // count number of times bartp appears relvol=totvol/totc; //computer the average The problem is that I have to hard code 93000. Thanks in advance Rajiv
