Scan Query? Today's Volume (incl.: Ext Hours) is greater than Average Volume(20)

[evanevans]

Anybody know, or can lead me in the right direction on how to make sure that my scan query properly switches between taking account for premarket volume during premarket but then during market hours uses regular volume calculation?

I'm trying to find stocks which are trading above their average 20-day volume on the day, including during premarket (and after hours too technically speaking). So, anytime during the day, premarket, market, after hours, the total volume has gone over the average 20-day volume.

Thanks in advance for your help!

 

[BenTen]

Check for the option "EXT."

If unchecked, it won't use extended hours.

 

[evanevans]

Thanks, but if I switch from "D" to 5m for example, to be able to enable EXT then my code will be comparing 5m candles instead of the day to day levels. I want to be able to know how much volume has transpired today including EXT(pm/ah) in comparison with the 20D average. In other words, I'm looking for if so far today the volume is a high RVOL of the 20-day average volume.

I'm just currently using the built in "unusual volume" script included with TOS, but I do have enough experience to create custom code etc, but I am not brilliant at ThinkScript (I have to look up everything and can't really put together complex ideas myself).

#Wizard text: Current bar's
#Wizard input: price
#Wizard input: choice
#Wizard text: at least
#Wizard input: percent
#Wizard text: % from its typical average over
#Wizard input: length
#Wizard text: periods

input price = volume;
input choice = {default increased, decreased};
input percent = 20;
input length = 50;
def avg = average(price, length)[1];
def chg = 100*(price/avg -1);
plot scan;

switch (choice) {
case increased:
    scan = chg >= percent;
case decreased:
    scan = chg <= -percent;
}

Anything you can think of, any ideas, are totally completely appreciated and I thank you in advance for all that you do regardless if you're able to help me or not.

I just want to know if today's volume is greater or less than a multiple, say 1.0 for example of the average. REASON: If volume in premarket is already equalling average 20-day volume then today is likely already a very unusual volume day and by end of day might be 300% RVOL or more. So these are stocks I want to find on my scan.

Thanks

 

[rwalto]

Here, check out this post. I was trying to do the same thing as you with the Unusual Volume filter but it left too many things out and wasn't as accurate as I wanted. I have been using the script shared by Winnii halfway down and it does what I want.

https://usethinkscript.com/threads/premarket-volume-for-thinkorswim.2383/page-3