I don't know if this is exactly what you want but it might be a start: http://www.amibroker.com/library/formula.php?id=1135
On Mon, Mar 2, 2009 at 7:39 AM, rarya212 <[email protected]> wrote: > 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 > > >
