Scanning for hourly relative volume over 60-trading day period

M

maceng

New member
Hello everyone,

I am working on a study (scanner) to determine the hourly (hour by hour) relative volume over 60-trading day period. Can it be done in TOS?

This is what I have so far:

def agg = AggregationPeriod.DAY;
input length = 61;
input offset = 1;

plot RVol = Volume (period = agg) / Average (Volume (period = agg), length)[offset];



Thank you very much in advance.
 

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