V
Variety_Jones
New member
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Hey all,
I'm trying to create a simple scanner/indicator to return true if the volavg of the past 5 bars is double what it was yesterday at the same time (and it only runs from 9:45 - 9:50. It's on a 5minute chart and the way I'm trying to reference yesterdays volavg at the same time is volavg[90] but I think TOS is counting the pre-market/after-hours bars as well and therefor 90 bars ago is in the middle of the day yesterday. Anyone know how to reference only market-hour bars in thinkscript? Here's what I got so far.
The reason I'm suspicious is because I'm getting a lot of false signals. Any ideas?
Thanks in advance!
I'm trying to create a simple scanner/indicator to return true if the volavg of the past 5 bars is double what it was yesterday at the same time (and it only runs from 9:45 - 9:50. It's on a 5minute chart and the way I'm trying to reference yesterdays volavg at the same time is volavg[90] but I think TOS is counting the pre-market/after-hours bars as well and therefor 90 bars ago is in the middle of the day yesterday. Anyone know how to reference only market-hour bars in thinkscript? Here's what I got so far.
Code:
input length = 3;
def Vol = volume;
def VolAvg = Average(volume, length);
input OpenTime = 0930;
input DurationHours = 1;
def durationSec = DurationHours * 60 * 60;
def secondsPassed = SecondsFromTime(OpenTime);
plot Data = volavg > (volavg[90]*2) and secondspassed <= 1200 and secondspassed >= 900;The reason I'm suspicious is because I'm getting a lot of false signals. Any ideas?
Thanks in advance!
