Secondary aggregation periods and using built-in functions against them

madburg

New member
Having some difficulty getting the following to work, hope someone with extensive experience with thinkscript can elaborate what I am doing wrong.

Chart on custom timeframe (65mins)

Code:
input NumDayslength = 30;
input ShowPercentOfDayAvg = yes;
input UnusualVolumePercent = 200;

def agg = if GetAggregationPeriod() == 3900000 then AggregationPeriod.HOUR else GetAggregationPeriod();

def VolDayAvg = Average(volume(period = agg)[1], NumDayslength);
def Vol = volume(period = agg);
def rVol = Vol / VolDayAvg;
def PercentOfDayAvg = Round((rVol * 100), 0);

Out come is "Secondary period cannot be less than primary"
So I am thinking I bet the built-in function "Average" needs to have the secondary aggregate specified to it. But first to rule that out:

Code:
input NumDayslength = 30;
input ShowPercentOfDayAvg = yes;
input UnusualVolumePercent = 200;

def agg = if GetAggregationPeriod() == 3900000 then AggregationPeriod.HOUR else GetAggregationPeriod();

def VolDayAvg = volume(period = agg)[1];
def Vol = volume(period = agg);
def rVol = Vol / VolDayAvg;
def PercentOfDayAvg = Round((rVol * 100), 0);

Out come is the same "Secondary period cannot be less than primary".

Code:
input NumDayslength = 30;
input ShowPercentOfDayAvg = yes;
input UnusualVolumePercent = 200;

def VolDayAvg = volume(period = AggregationPeriod.HOUR)[1];
def Vol = volume(period = agg);
def rVol = Vol / VolDayAvg;
def PercentOfDayAvg = Round((rVol * 100), 0);

Out come same as well "Secondary period cannot be less than primary"?

I dont understand why?
 
Solution
"Secondary period cannot be less than primary" means that you cannot use data in minutes on a 10 minute chart, nor hours on a day chart. You can use 10 min aggregation on a 1 min chart, or days on an hour chart however. It is a limitation of ToS. There are several answers to this question floating about.

-mashume
"Secondary period cannot be less than primary" means that you cannot use data in minutes on a 10 minute chart, nor hours on a day chart. You can use 10 min aggregation on a 1 min chart, or days on an hour chart however. It is a limitation of ToS. There are several answers to this question floating about.

-mashume
 
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