Think Script help for Premarket Volume

[surtronomer]

Thanks in advance for the Help.

I would like a scanner that I can use during premarket to find stocks that trading higher volume in pre-market hours.
What I’d like is for it to scan for any stock that has done 5% or more of its average daily volume in the premarket. Average daily volume would be 50 period.

it seems like it’s possible and not too difficult, but I have no idea how to code for Thinkscript. It would also be great to have a quote for this percentage to be used in the watchlist so after the scan finds a stock, it can show that percent of premarket volume compared to average daily volume.

Thank you!!

 

[mashume]

While this does seem simple, I'm drawing a blank on how to achieve it -- the more I think, the harder the problem is getting...

Getting the 50 day volume average is easy enough. Getting pre-market volume for today is easy. HOWEVER, they require different time aggregations and scanners aren't allowed to use multiple aggregations.

Sorry I can't be more help, but I don't think this one is going to work

-mashume

EDIT
I suppose if you only want to run it pre-market it would be simple to do:

def avg_vol = Average(Volume(period = AggregationPeriod.DAY)[1], 50);
def today_vol = VOLUME;
plot eureka = if today_vol >= 0.05 * avg_vol then 1 else double.nan

But this will capture all of today's volume including RTH once RTH starts. It will only be accurate AT 9:30.