Find the Nth highest volume within 20 bar

[pypl]

Hi,
hope you can help.

I am trying to determine if today volume is higher than the 5th highest volume within 20 bar.
In other words, if I rank volume in the last 20 day and pick the 5th highest volume. Then I compare today volume with that 5th highest value.

Clearly, this one give me the highest, how can I add this 5th position in the code?
def past_vol = Highest(Volume, 20);

Can you please help me with that?

Thank you,

HHC

 

[halcyonguy]

Hi,
hope you can help.

I am trying to determine if today volume is higher than the 5th highest volume within 20 bar.
In other words, if I rank volume in the last 20 day and pick the 5th highest volume. Then I compare today volume with that 5th highest value.

Clearly, this one give me the highest, how can I add this 5th position in the code?
def past_vol = Highest(Volume, 20);

Can you please help me with that?

Thank you,

HHC

something here could be modified
https://usethinkscript.com/threads/rank-volume-1-10.9504/

 

[pypl]

something here could be modified
https://usethinkscript.com/threads/rank-volume-1-10.9504/

It sound very close. Thanks.

 

[halcyonguy]

I am trying to determine if today volume is higher than the 5th highest volume within 20 bar.
In other words, if I rank volume in the last 20 day and pick the 5th highest volume. Then I compare today volume with that 5th highest value.

compare current volume to the nth highest volume within x bars
(default , 5th highest of 20 bars)

lower study
show gray bubbles above the last x bars
color the nth bubble

label , the volume from the nth bar.
label , the volume from current bar. it is colored, depending on if the current volume is > than the nth volume.

# vol_nth_hi_within20_0

# started with this code
# https://usethinkscript.com/threads/rank-volume-1-10.9504/#post-86495
# Svanoy

declare lower;

def bn = barnumber();
def na = double.nan;

input Look_Back = 20;
input highest_x_bar = 5;

# true if the last x bars on chart
def lastxbars = ( !isnan(close) and isnan(close[-look_back]));

plot v = volume;
v.setpaintingStrategy(paintingStrategy.HISTOGRAM);
plot zl = 0;

#Rank Last Bar;
#def rank = fold i=1 to Look_Back-1 with rankcounter=1 do if volume>GetValue(volume,i) then rankcounter+1 else rankcounter;
#addlabel(yes,"Ranking: " + rank ,color.white);

#Rolling Rank
def VBar = if !IsNaN(close) then HighestAll(Barnumber()) else VBar[1];

def FinalBar = fold b = 0 to VBar while !IsNaN(GetValue(close,-b)) do GetValue(BarNumber(),-b);

def rank2 = fold r = 0-(FinalBar-BarNumber()) to Look_Back-(FinalBar-BarNumber())
 with rcounter = 1
 do if volume > GetValue(volume,r) then rcounter+1 else rcounter;

def findrank = Look_Back - highest_x_bar;

def findrank_vol = if bn == 1 or !lastxbars then 0
 else if findrank == rank2 then volume
 else findrank_vol[1];


def vol_higher = if (findrank_vol > 0 and volume > findrank_vol) then 1 else 0;

input show_bubbles = yes;
AddChartBubble(show_bubbles and (FinalBar-BarNumber() < Look_Back)
, volume
, rank2
, ( if findrank_vol[1] == 0 and findrank_vol > 0 then color.yellow else color.gray), yes);

addlabel(1, highest_x_bar + " highest rank vol " + findrank_vol, color.yellow);
addlabel(1, "current vol " + volume, (if vol_higher then color.green else color.red));


input test2 = no;
addchartbubble(test2, volume, 
rank2 + "\n" +
findrank + "\n" +
findrank_vol
, color.yellow, no);
#

EMR 10Day 30min

ref code,
https://usethinkscript.com/threads/rank-volume-1-10.9504/#post-86495

 

[Goingdark365]

compare current volume to the nth highest volume within x bars
(default , 5th highest of 20 bars)

lower study
show gray bubbles above the last x bars
color the nth bubble

label , the volume from the nth bar.
label , the volume from current bar. it is colored, depending on if the current volume is > than the nth volume.

# vol_nth_hi_within20_0

# started with this code
# https://usethinkscript.com/threads/rank-volume-1-10.9504/#post-86495
# Svanoy

declare lower;

def bn = barnumber();
def na = double.nan;

input Look_Back = 20;
input highest_x_bar = 5;

# true if the last x bars on chart
def lastxbars = ( !isnan(close) and isnan(close[-look_back]));

plot v = volume;
v.setpaintingStrategy(paintingStrategy.HISTOGRAM);
plot zl = 0;

#Rank Last Bar;
#def rank = fold i=1 to Look_Back-1 with rankcounter=1 do if volume>GetValue(volume,i) then rankcounter+1 else rankcounter;
#addlabel(yes,"Ranking: " + rank ,color.white);

#Rolling Rank
def VBar = if !IsNaN(close) then HighestAll(Barnumber()) else VBar[1];

def FinalBar = fold b = 0 to VBar while !IsNaN(GetValue(close,-b)) do GetValue(BarNumber(),-b);

def rank2 = fold r = 0-(FinalBar-BarNumber()) to Look_Back-(FinalBar-BarNumber())
 with rcounter = 1
 do if volume > GetValue(volume,r) then rcounter+1 else rcounter;

def findrank = Look_Back - highest_x_bar;

def findrank_vol = if bn == 1 or !lastxbars then 0
 else if findrank == rank2 then volume
 else findrank_vol[1];


def vol_higher = if (findrank_vol > 0 and volume > findrank_vol) then 1 else 0;

input show_bubbles = yes;
AddChartBubble(show_bubbles and (FinalBar-BarNumber() < Look_Back)
, volume
, rank2
, ( if findrank_vol[1] == 0 and findrank_vol > 0 then color.yellow else color.gray), yes);

addlabel(1, highest_x_bar + " highest rank vol " + findrank_vol, color.yellow);
addlabel(1, "current vol " + volume, (if vol_higher then color.green else color.red));


input test2 = no;
addchartbubble(test2, volume,
rank2 + "\n" +
findrank + "\n" +
findrank_vol
, color.yellow, no);
#

EMR 10Day 30min

ref code,
https://usethinkscript.com/threads/rank-volume-1-10.9504/#post-86495

how to only see todays volume, trying to make highest volume vs current volume lable