Premarket Volume For ThinkOrSwim

[didineedaname]

Thank you for the prompt reply, @SuryaKiranC! I can't seem to get it to work. I have attached screenshots below of what it shows when I try to create a new study.

 

[ApeX Predator]

Thank you for the prompt reply, @SuryaKiranC! I can't seem to get it to work. I have attached screenshots below of what it shows when I try to create a new study.

This is part of my larger script, you are missing that ShowPreMktVol and ShowPostMktVol variables on the top. you can remove them, or simply define them.

input  ShowPreMktVol = Yes;
input ShowPostMktVol = Yes;

 

[BenTen]

Someone on Github recently shared this indicator called After Hours Relative Price Movement.

Tracks the price difference from afterhours volume relative to yesterday's close. This was created to visually confirm if certain stock prices were primarily driven from afterhours movements over longer periods of time.

# AfterHoursRelativePriceMovement tracks the price difference from afterhour volume relative to yesterday's close

# This was created so I could eyeball if certain stock prices were primarily driven from afterhour movements over longer periods of time
# Can be overlaid with AddMarketHoursUTC to visually see correlation from international market open/closes

# Inputting Market Hours is required due to thinkscript's date function limitations
input marketOpen = 0930;
input marketClose = 1600;

# AFAIK there is no better way to do this due to SecondsTillTime rolling over after midnight, lack of real date math, and the mish-mash of UTC/EST time handling from thinkscript
def isClosedMorning = if SecondsTillTime(marketOpen) > 0 then yes else no;
def isClosedNight = if SecondsTillTime(marketClose) < 0 then yes else no;

def change = if !isClosedMorning AND !isClosedNight then 0 else change[1] + (hl2 - hl2[1]);

plot yesterdayPrice = 0;

plot priceDifference = if change != 0 then change else Double.NaN;
priceDifference.AssignValueColor(if priceDifference > 0 then Color.UPTICK else if priceDifference < 0 then Color.DOWNTICK else Color.GRAY);

# This is to visually encapsulate a week because weekend price movements can be funky
def isStartOfWeek = if GetDayOfWeek(GetYYYYMMDD()) == 1 then yes else no;
def isEndOfWeek = if GetDayOfWeek(GetYYYYMMDD()) == 5 then yes else no;

AddVerticalLine(isStartOfWeek AND SecondsTillTime(marketOpen) == 0, "Monday Open", Color.GREEN);
AddVerticalLine(isEndOfWeek AND SecondsTillTime(marketClose) == 0, "Friday Close", Color.RED);

Credit:

• welps

 

[stormy77]

Can someone help with this scan?
What I would like to do is show the following columns in my results.

• Average Volume over X days (based on scan settings)
• Current pre-market volume
• percentage change between the two

Thank you

 

[ksch]

I have this:

# PreMarket Volume, High, Low Label
# TOS
# Mobius
input beginLabel = 0600;
input endLabel = 1030;
def LabelTime = if SecondsFromTime(beginLabel) > 0 and
                   SecondsTillTime(endLabel) >= 0
                then 1
                else 0;
def isRollover = GetYYYYMMDD() != GetYYYYMMDD()[1];
def beforeStart = GetTime() < RegularTradingStart(GetYYYYMMDD());
def vol = if isRollover and beforeStart
          then volume
          else if beforeStart
               then vol[1] + volume
               else Double.NaN;
def PreMarketVol = if IsNaN(vol)
                   then PreMarketVol[1]
                   else vol;
def PreMarketHigh = if isRollover and beforeStart
                    then High
                    else if beforeStart and high > PreMarketHigh[1]
                         then high
                         else PreMarketHigh[1];
def PreMarketLow = if isRollover and beforeStart
                    then Low
                    else if beforeStart and low < PreMarketLow[1]
                         then low
                         else PreMarketLow[1];
def r = PreMarketHigh - PreMarketLow;
def v = if secondsTillTime(0930) == 0 and
           secondsFromTime(0930) == 0
        then v[1] + preMarketVol
        else v[1];
def t = if secondsTillTime(0000) == 0
        then t[1] + 1
        else t[1];
def AvgV = v / t;
AddLabel(LabelTime, "PreMarket Volume = " + PreMarketVol +
                  "  Avg PreMarket over " + t + " days = " + Round(AvgV, 0) +
                  "  PreMarket High = " + AsDollars(PreMarketHigh) +
                  "  PreMarket Low = " + AsDollars(PreMarketLow) +
                  "  Range = " + AsDollars(r), Color.WHITE);
# End Label PreMarket Volume, High, Low

I only wanted the Premarket Volume portion of the script so I stripped it down to the following code.

# TOS
# Mobius
input beginLabel = 0400;
input endLabel = 1000;
def LabelTime = if SecondsFromTime(beginLabel) > 0 and
                   SecondsTillTime(endLabel) >= 0
                then 1
                else 0;
def isRollover = GetYYYYMMDD() != GetYYYYMMDD()[1];
def beforeStart = GetTime() < RegularTradingStart(GetYYYYMMDD());
def vol = if isRollover and beforeStart
          then volume
          else if beforeStart
               then vol[1] + volume
               else Double.NaN;
def PreMarketVol = if IsNaN(vol)
                   then PreMarketVol[1]
                   else vol;
def v = if secondsTillTime(0930) == 0 and
           secondsFromTime(0930) == 0
        then v[1] + preMarketVol
        else v[1];
def PMVF = PremarketVol;
AddLabel(LabelTime, "PM: " + RoundUp(PMVF*0.000001, 2) + "m",(if PMVF <= 20 then Color.GREEN else if PMVF >= 100 then Color.ORANGE else Color.WHITE) );

Everything seemed to be working fine but then I compared the Premarket Value to the 'Volume' Column of my morning watchlist and saw a significant difference. What is going wrong here?

 

[Musk335im3]

Hi Community! Thanks a lot for this great community resource. Long time lurker here, but was finally able to register since I can't figure one issue related to this thread.

Is there a way I can modify this into dollar volume?
Thanks in advanced....

@ApeX Predator

 

[Musk335im3]

I think I got it. Hopefully coding is correct.

Declare lower;

input  ShowPreMktVol = Yes;
input ShowPostMktVol = Yes;

def PreMkt = RegularTradingStart (GetYYYYMMDD()) > GetTime();
def PreVol = if PreMkt and !PreMkt[1] then volume else if PreMkt then PreVol[1] + volume else PreVol[1];
AddLabel(if GetAggregationPeriod() > AggregationPeriod.THIRTY_MIN or !ShowPreMktVol then 0 else 1, "Pre = " + Round(PreVol * .000001, 3) + "M ", Color.ORANGE);

def PostMkt = RegularTradingEnd (GetYYYYMMDD()) < GetTime();
def PostVol = if PostMkt and !PostMkt[1] then volume else if PostMkt then PostVol[1] + volume else PostVol[1];
AddLabel(if GetAggregationPeriod() > AggregationPeriod.THIRTY_MIN or !ShowPostMktVol then 0 else 1, "Post = " + Round(PostVol * .000001, 3) + "M ", Color.ORANGE);

###

def PreDV = (hl2 * PreVol) / 1000000;
AddLabel(yes, "$ " + Round(PreDV, 1) + "m" + " PreDV" ,  Color.CYAN);

def PostDV = (hl2 * PostVol) / 1000000;
AddLabel(yes, "$ " + Round(PostDV, 1) + "m" + " PostDV" ,  Color.CYAN);

 

[traderkevkev]

I got this Mobius Premarket script from this thread.

# PreMarket Volume, High, Low Label
# TOS
# Mobius
input beginLabel = 0600;
input endLabel = 1030;
def LabelTime = if SecondsFromTime(beginLabel) > 0 and
                   SecondsTillTime(endLabel) >= 0
                then 1
                else 0;
def isRollover = GetYYYYMMDD() != GetYYYYMMDD()[1];
def beforeStart = GetTime() < RegularTradingStart(GetYYYYMMDD());
def vol = if isRollover and beforeStart
          then volume
          else if beforeStart
               then vol[1] + volume
               else Double.NaN;
def PreMarketVol = if IsNaN(vol)
                   then PreMarketVol[1]
                   else vol;
def PreMarketHigh = if isRollover and beforeStart
                    then High
                    else if beforeStart and high > PreMarketHigh[1]
                         then high
                         else PreMarketHigh[1];
def PreMarketLow = if isRollover and beforeStart
                    then Low
                    else if beforeStart and low < PreMarketLow[1]
                         then low
                         else PreMarketLow[1];
def r = PreMarketHigh - PreMarketLow;
def v = if secondsTillTime(0930) == 0 and
           secondsFromTime(0930) == 0
        then v[1] + preMarketVol
        else v[1];
def t = if secondsTillTime(0000) == 0
        then t[1] + 1
        else t[1];
def AvgV = v / t;
AddLabel(LabelTime, "PreMarket Volume = " + PreMarketVol +
                  "  Avg PreMarket over " + t + " days = " + Round(AvgV, 0) +
                  "  PreMarket High = " + AsDollars(PreMarketHigh) +
                  "  PreMarket Low = " + AsDollars(PreMarketLow) +
                  "  Range = " + AsDollars(r), Color.WHITE);
# End Label PreMarket Volume, High, Low

I only wanted the Premarket Volume portion of the script so I stripped it down to the following code.

# TOS
# Mobius
input beginLabel = 0400;
input endLabel = 1000;
def LabelTime = if SecondsFromTime(beginLabel) > 0 and
                   SecondsTillTime(endLabel) >= 0
                then 1
                else 0;
def isRollover = GetYYYYMMDD() != GetYYYYMMDD()[1];
def beforeStart = GetTime() < RegularTradingStart(GetYYYYMMDD());
def vol = if isRollover and beforeStart
          then volume
          else if beforeStart
               then vol[1] + volume
               else Double.NaN;
def PreMarketVol = if IsNaN(vol)
                   then PreMarketVol[1]
                   else vol;
def v = if secondsTillTime(0930) == 0 and
           secondsFromTime(0930) == 0
        then v[1] + preMarketVol
        else v[1];
def PMVF = PremarketVol;
AddLabel(LabelTime, "PM: " + RoundUp(PMVF*0.000001, 2) + "m",(if PMVF <= 20 then Color.GREEN else if PMVF >= 100 then Color.ORANGE else Color.WHITE) );

Everything seemed to be working fine but then I compared the Premarket Value to the 'Volume' Column of my morning watchlist and saw a significant difference. What is going wrong here?

Having the same problem, report back if you figure it out first

 

[MerryDay]

Pre-market vs Volume and Percent Change Watchlist Columns

#1 Average Volume over X days

# ToS Volume
input Xdays = 50 ;
plot plotavgVolume = average(volume,Xdays);

#2 Current pre-market volume

# PreMarket Volume
# Mobius
input beginLabel = 0600;
input endLabel = 1030;
def LabelTime = if SecondsFromTime(beginLabel) > 0 and
                   SecondsTillTime(endLabel) >= 0
                then 1
                else 0;
def isRollover = GetYYYYMMDD() != GetYYYYMMDD()[1];
def beforeStart = GetTime() < RegularTradingStart(GetYYYYMMDD());
def vol = if isRollover and beforeStart
          then volume
          else if beforeStart
               then vol[1] + volume
               else Double.NaN;
def PreMarketVol = if IsNaN(vol)
                   then PreMarketVol[1]
                   else vol;
plot PreMarketVolume = PreMarketVol ;

#3 percentage change between the two

# % change Volume vs PreMarket Volume
input beginLabel = 0600;
input endLabel = 1030;
def LabelTime = if SecondsFromTime(beginLabel) > 0 and
                   SecondsTillTime(endLabel) >= 0
                then 1
                else 0;
def isRollover = GetYYYYMMDD() != GetYYYYMMDD()[1];
def beforeStart = GetTime() < RegularTradingStart(GetYYYYMMDD());
def vol = if isRollover and beforeStart
          then volume
          else if beforeStart
               then vol[1] + volume
               else Double.NaN;
def PreMarketVol = if IsNaN(vol)
                   then PreMarketVol[1]
                   else vol;
def PMV = PreMarketVol;

input Xdays = 50 ;
def avgVolume = average(volume,Xdays);

plot pct =  round((avgVolume-PMV)/PMV*100,2);

The above watchlist scripts must be set up in 3 separate scripts set to a daily aggregation

To SCAN
You can use #3 percentage change between the two for your scan.
1. save the script as a study
2. open scan hacker, put in the name of your study
3. filter choose pct greater than (filled in what value you are looking for)

 

[stormy77]

I cannot thank you enough for spending time on this. Really appreciate it.
My wording was not quite correct and for that I apologize.

What I would like to do is show the following columns in my results.

• Average Volume over X days (based on scan settings)
• Current pre-market volume
• percentage change between the two

What I was looking for is a scan in which I can specify the following:

• show results where current pre-market volume is X times higher than the pre-market volume for the past Y days (so when I scan, I would input these two parameters)

while the scan would show results matching this, I also wanted to see actual data too

and to help see actual numbers in the results, I wanted to see the columns showing the data, including columns that showed the following for the results:

• Current pre-market volume
• Avg. volume over X days (the x = whatever value I selected in scan parameters)
• percentage change between the two above

The info you provided would also help me a lot.

ps. when you mention "watchlist scripts", I'm not sure what you mean. I can see where I would edit the code of a particular column, but not sure how I would add a new "blank" column where I would add the code. I'm going to try and search for some help on this

 

[Breakout Trader]

Thanks for taking a look at my script! Just to make sure I understood, what you're saying is: my AggregationPeriod.DAY doesn't work because TOS can't differentiate between extended hours and regular trading hours, so it'll give me both. The solution therefore, is to create a separate script to look at the Previous Day Specifically, and then specify this script to look at the Pre-Market volume only; With my current script, I can see what the Pre-Market Volume of the previous day already but it only displays Today's Pre-Market Volume as a label, so I would need to create a script to grab that the previous day pre-market volume as a separate label?

Edit #1: I gave it a shot and made the changes from what I understood: it successfully labeled the Pre-Market Volume of the previous day. Thank you!! Now I just need to make the calculation for the % change. Here's what the script now looks like:

input Start = 0400;
input End = 0929;
input ShowTodayOnly = yes;
def Today = if GetDay() == GetLastDay() then 1 else 0;

def VolumeFromStart = SecondsFromTime(Start) >= 0 and SecondsTillTime(End) > 0;
def VolumeAtEnd = SecondsFromTime(End) >= 0;
def VolumeRange = VolumeFromStart and !VolumeFromStart[1];
def VolumeInRange = if VolumeRange then volume else if VolumeFromStart then VolumeInRange[1] + volume else VolumeInRange[1];
def V = (VolumeAtEnd + VolumeInRange);

def Cumulativevolume = if VolumeFromStart then VolumeInRange else CumulativeVolume[1];

def PreviousDayPreMarketVolume =
  if ShowTodayOnly and !Today
  then CumulativeVolume[1]
  else PreviousDayPreMarketVolume[1];

plot PrevPreMVol = CumulativeVolume;

AddLabel(Start, "Yesterday Pre-Market Volume: " + PreviousDayPreMarketVolume, color = PrevPreMVol.TakeValueColor());

Edit #2: Actually, it looks kinda weird when I plot it on the graph... but the label is correct

This is really a nice idea and awesome for pre-market, just wondering if there is a way to roll this concept in to regular hours trading and put that percentage over a 50-day average? that would really help gauge a move on breakouts and breakdowns

 

[Wiinii]

def POSITIVE = round((((V - PreviousDayPreMarketVolume) / PreviousDayPreMarketVolume)) * 100) > 0;
def NEGATIVE = round((((V - PreviousDayPreMarketVolume) / PreviousDayPreMarketVolume)) * 100) < 0;
def NEUTRAL = round((((V - PreviousDayPreMarketVolume) / PreviousDayPreMarketVolume)) * 100) == 0;

ADDLABEL(Start, "%Change: " + if POSITIVE then round((((V - PreviousDayPreMarketVolume) / PreviousDayPreMarketVolume)) * 100) else if BEARISH then round((((V - PreviousDayPreMarketVolume) / PreviousDayPreMarketVolume)) * 100) else if NEUTRAL then round((((V - PreviousDayPreMarketVolume) / PreviousDayPreMarketVolume)) * 100) else Double.NaN, Color.WHITE);

I just wanted to point out a small mistake here for ya, these need to be the same of course.

 

[Wiinii]

I tried all of these this morning, none of them are correct because I can scan for 1mil premarket volume and stocks show up (same ones as trade ideas) but most of them have way lower premarket volume values than 1mil. Also Trade Ideas and DAS Trader both show the correct premarket volume values.

Is it possible that TI and DAS are using post-market and premarket data together? If so I just want something that shows what they do.

I was just hoping for an accurate premarket volume column for my watchlist.

This works like a charm.....

def PremarketVolume = if getday() != Getlastday() then 0 else if PremarketVolume[1] == 0 then volume else if secondsFromtime(0400) >= 0 and secondsFromTime(0930) < 0 then volume+PremarketVolume[1] else PremarketVolume[1];

Plot PremarketV = PremarketVolume;

So this is 3 stocks with over 1M volume right now (PM Volume column is yours), how do these numbers make sense? And again, the standard scanner for 1M volume ($20-$500) did find them, so ToS knows they have 1M PM volume. I didn't use your scanner since a standard scan for 1M volume finds them just fine.

Meanwhile here's DAS and Trade Ideas:

as I stated above if I search in ToS for stocks at premarket with 1mil volume it finds the ones that DO indeed have 1mil volume. But none of these watchlist columns say the correct number or show that. So that is 100% specific to ToS for ya.

I was only proving it further since other software does show the right number.

This thread is about a pe-market watchlist column for ToS, which is the whole conversation going on here, yes.

I do not use a custom scanner, I simply use the standard ToS Stock Hacker scanner to scan for stocks with 1m volume during premarket. It gave the results this morning (premarket) that I showed in the image above.

So the scanner is finding them just fine, but the standard Volume column only shows the volume from the day before until market open. So I would just like to somehow see the actual/correct premarket volume in a watchlist column.

If the scanner finds them, then they have over 1M in volume. None of the watchlist columns I've tried here show that correctly.

 

[darkejo]

This works like a charm.....

def PremarketVolume = if getday() != Getlastday() then 0 else if PremarketVolume[1] == 0 then volume else if secondsFromtime(0400) >= 0 and secondsFromTime(0930) < 0 then volume+PremarketVolume[1] else PremarketVolume[1];

Plot PremarketV = PremarketVolume;

 

[darkejo]

And here is a simple scanner using above code.

Def requiredVolume = 100000;

def premarketStart = 0400;
def premarketEnd = 0930;


def premarketVolume = if getday() != Getlastday() then 0 else if PremarketVolume[1] == 0 then volume else if secondsFromtime(premarketStart) >= 0 and secondsFromTime(premarketEnd) < 0 then volume+premarketVolume[1] else PremarketVolume[1];

Plot PremarketV = if premarketVolume >=requiredVolume then 1 else 0;

 

[Wiinii]

I tried all of these this morning, none of them are correct because I can scan for 1mil premarket volume and stocks show up (same ones as trade ideas) but most of them have way lower premarket volume values than 1mil. Also Trade Ideas and DAS Trader both show the correct premarket volume values.

Is it possible that TI and DAS are using post-market and premarket data together? If so I just want something that shows what they do.

I was just hoping for an accurate premarket volume column for my watchlist.

This works like a charm.....

def PremarketVolume = if getday() != Getlastday() then 0 else if PremarketVolume[1] == 0 then volume else if secondsFromtime(0400) >= 0 and secondsFromTime(0930) < 0 then volume+PremarketVolume[1] else PremarketVolume[1];

Plot PremarketV = PremarketVolume;

So this is 3 stocks with over 1M volume right now (PM Volume column is yours), how do these numbers make sense? And again, the standard scanner for 1M volume ($20-$500) did find them, so ToS knows they have 1M PM volume. I didn't use your scanner since a standard scan for 1M volume finds them just fine.

Meanwhile here's DAS and Trade Ideas:

as I stated above if I search in ToS for stocks at premarket with 1mil volume it finds the ones that DO indeed have 1mil volume. But none of these watchlist columns say the correct number or show that. So that is 100% specific to ToS for ya.

I was only proving it further since other software does show the right number.

This thread is about a pe-market watchlist column for ToS, which is the whole conversation going on here, yes.

I do not use a custom scanner, I simply use the standard ToS Stock Hacker scanner to scan for stocks with 1m volume during premarket. It gave the results this morning (premarket) that I showed in the image above.

So the scanner is finding them just fine, but the standard Volume column only shows the volume from the day before until market open. So I would just like to somehow see the actual/correct premarket volume in a watchlist column.

If the scanner finds them, then they have over 1M in volume. None of the watchlist columns I've tried here show that correctly.

 

[darkejo]

Updated Code at 6:44 PM EST

Make sure you have the watchlist column on 1 minute and extended hours box checked (as I know that works). Another reason it could have been wrong is because if there is no premarket volume on the current day, it would have showed you yesterdays premarket volume (or whatever day previously had premarket volume). That's never an issue for me because I also have the default volume column next to my premarket volume and if they are different (during premarket only), I know it's showing the previous day's data. I did modify it so it should now show 0 if there is no premarket volume.

def PremarketVolume = if getday() != Getlastday() then 0 else If secondsFromTime(0400) >= 0 and SecondsFromTime(0930) < 0 then volume+PremarketVolume[1] else PremarketVolume[1];
def VolumeR = If SecondsFromTime(0400) >= 0 and SecondsFromTime(0930) < 0 then Volumer[1]+Volume else 0;

Plot PremarketV = If secondsFromTime(0400) >= 0 and SecondsFromTime(0930) < 0 then VolumeR else PremarketVolume;

 

[Wiinii]

Updated Code at 6:44 PM EST

Make sure you have the watchlist column on 1 minute and extended hours box checked (as I know that works). Another reason it could have been wrong is because if there is no premarket volume on the current day, it would have showed you yesterdays premarket volume (or whatever day previously had premarket volume). That's never an issue for me because I also have the default volume column next to my premarket volume and if they are different (during premarket only), I know it's showing the previous day's data. I did modify it so it should now show 0 if there is no premarket volume.

def PremarketVolume = if getday() != Getlastday() then 0 else If secondsFromTime(0400) >= 0 and SecondsFromTime(0930) < 0 then volume+PremarketVolume[1] else PremarketVolume[1];
def VolumeR = If SecondsFromTime(0400) >= 0 and SecondsFromTime(0930) < 0 then Volumer[1]+Volume else 0;

Plot PremarketV = If secondsFromTime(0400) >= 0 and SecondsFromTime(0930) < 0 then VolumeR else PremarketVolume;

TSLA this morning has just over 1mil volume, this is what it says:

 

[darkejo]

TSLA this morning has just over 1mil volume, this is what it says:

I'm not sure you were looking at the TSLA chart when you checked. This only pulls in premarket data. Maybe you were looking at yesterday's post market and today's premarket cumulatively? The total premarket volume for Tsla today was 795,403 and when you took that screenshot, it was 533,412. Take a look:

 

[Wiinii]

I took the screenshot when I made this post, which was around 9am EST. But I scanned for stocks with 1million shares traded and only TSLA showed until nearly open. Used the standard stock hacker.

So as I stated previously, yes, perhaps the ToS scanner AND my other software count the previous day post market data and premarket data for the current day? Is fo, can you make it show that number to check?

Tomorrow if you have a chance please do a premarket scan for stocks with 1mil volume (standard stock hacker) and see what shows up vs. what this says.

Thanks for the help here too!