Opening Volume vs 30d Average Volume

[C4men]

I seem to be stuck. My code works in that it does two things:

• Calculates the average volume of the last 30 days
• Grabs the volume from the current day (first 20 minutes) and compares it to the 30d average (as a label)

It works perfectly on my chart. However, I want to scan intraday for the tickers where that OpenVol is greater than 20%. Something like:

• CF_OpenVolume()."OpenVol" is greater than or equal to 20

When I go to scan, it returns stocks that do not meet the criteria. It forces me to use 'D', otherwise giving me a secondary aggregation period error.

Is there any hope to edit the code to allow it to work on the chart (as it currently is) AND return results intraday for OpenVol > X?

## DEF Volume Data
def volLast30DayAvg = (volume(period = "DAY")[1] + volume(period = "DAY")[2] + volume(period = "DAY")[3] + volume(period = "DAY")[4] + volume(period = "DAY")[5] + volume(period = "DAY")[6] + volume(period = "DAY")[7] + volume(period = "DAY")[8] + volume(period = "DAY")[9] + volume(period = "DAY")[10] + volume(period = "DAY")[11] + volume(period = "DAY")[12] + volume(period = "DAY")[13] + volume(period = "DAY")[14] + volume(period = "DAY")[15] + volume(period = "DAY")[16] + volume(period = "DAY")[17] + volume(period = "DAY")[18] + volume(period = "DAY")[19] + volume(period = "DAY")[20] + volume(period = "DAY")[21] + volume(period = "DAY")[22] + volume(period = "DAY")[23] + volume(period = "DAY")[24] + volume(period = "DAY")[25] + volume(period = "DAY")[26] + volume(period = "DAY")[27] + volume(period = "DAY")[28] + volume(period = "DAY")[29] + volume(period = "DAY")[30]) / 30;
def today = volume(period = "DAY");
def percentOf30Day = Round((today / volLast30DayAvg) * 100, 0);

### NEW LINE ###
plot TodayPctVs30Day = percentOf30Day;


## OPENING X MIN VOLUME
input startTime1 = 0930;
input endTime1 = 0949;

def Active1 = SecondsFromTime(startTime1) >= 0 and SecondsTillTime(endTime1) >= 0;
def VolMins1 = if Active1 and !Active1[1] then volume
               else if Active1 then VolMins1[1] + volume
               else VolMins1[1];
plot OpenVol = Round((VolMins1 / volLast30DayAvg) * 100, 0);
#AddLabel(1, "OpenVol: " + VolMins1 + " :: [" + OpenVol + "%] ", Color.CYAN);
AddLabel(1, "OpenVol: " + "[" + OpenVol + "%] " + "/ " + "Pct30d: " + "[" + TodayPctVs30Day + "%] ", Color.CYAN);

 

[KELTON98]

Change 1 to your desired percent

def d = average(volume,60);
def percent = (volume/ d) * 100;
plot scan = percent > 1 ;

Thanks for the quick reply and the help!!

 

[shankarp2752]

@BenTen @SuryaKiranC

Is anyone can create First two hours trading range script (Today/30 days avg) labels?


Example:
Price % move Price % move
1st Hr = + 12.00 6.07% +/- 13.00 7.00%
2nd Hr = + 5.00 3.00% +/- 3.00 2.84%

Thanks,

 

[MerryDay]

@BenTen @SuryaKiranC

Is anyone can create First two hours trading range script (Today/30 days avg) labels?


Example:
Price % move Price % move
1st Hr = + 12.00 6.07% +/- 13.00 7.00%
2nd Hr = + 5.00 3.00% +/- 3.00 2.84%

Thanks,

@shanakrp2752 the (Today/30 days avg) labels are discussed in this thread.

 

[Tiredoflosing]

so heres the good news... it got it working for you! here you go:
Keep in mind the time interval (value between starttime and endtime must be a multiple of your chart time/aggregation)
as noted, because of the aggregation limitation and error in TOS extended intraday data the daily average volume might have a margin of error by about 1% which is almost nothing because you are averaging anyways.

Cheers, Happy New Years!

Volume at Specified Time Interval Compared to Daily Average

#Volume at Specified Time Interval Compared to Daily Average
###Please Keep Code Intact if you share
### By XeoNoX via usethinkscript.com
##Note time interval (value between starttime and endtime must be a multiple of your chart time/aggregation)
input StartTime = 0930;
input Endtime = 940;
input Day_Average = 30;
def na = Double.NaN;
def today=getday()==getlastDay();
def SelectedTime = if GetLastDay() == GetDay() and SecondsFromTime(StartTime) >= 0 and SecondsFromTime(Endtime) < 0 then 1 else 0;
def Selected_Volume = TotalSum(if SelectedTime  then volume else 0);
def timedif = absValue(StartTime-endtime);
def total_min_vol_sum =totalsum(if today then (volume) else 0);
def avg30 = round(average(total_min_vol_sum,Day_Average),0);
def PCT_Open = (Selected_Volume / avg30);

AddLabel (yes, timedif + "Min Vol= " + Selected_Volume);
AddLabel (yes, Day_Average + "D Average= " + avg30);
AddLabel (yes, "Percentage Dif= " + aspercent(PCT_Open));

Found exactly what i was looking for! Thank you!
Any idea how i can take the average of just the first 30 mins bars for the last 5 days instead of the whole 5 days?? & how i can add the labels to upper part of the chart

 

[trashcompactor]

@XeoNoX

Is there a way to create a scan out of this? I have tried myself but have failed. There is nothing for the scanner to plot so I can't get the 10 MIN volume, percent diff or even 30 average.

Also. Forgive me for adding extra work, but is there a way to add color so everything isn't red?

Your help would go a long way.

 

[MerryDay]

@XeoNoX

Is there a way to create a scan out of this? I have tried myself but have failed. There is nothing for the scanner to plot so I can't get the 10 MIN volume, percent diff or even 30 average.

Also. Forgive me for adding extra work, but is there a way to add color so everything isn't red?

Your help would go a long way.

Not sure what your question is.
It sounds like you are running up against a limitation of the ToS platform.
ToS does not provide for the use of multiple timeframes in Scans, Watchlists, Chart Alerts, Conditional Orders.

 

[XeoNoX]

@XeoNoX

Is there a way to create a scan out of this? I have tried myself but have failed. There is nothing for the scanner to plot so I can't get the 10 MIN volume, percent diff or even 30 average.

Also. Forgive me for adding extra work, but is there a way to add color so everything isn't red?

Your help would go a long way.

there are a few scans posted, you never mentioned which scan you were referencing. you would aslo have to detail what exactly you are trying to scan for.