Volume Stats Format, Watchlist, Scan, Label for ThinkOrSwim

[ApeX Predator]

@jngy2k Had something similar idea in my wishlist for a while. maybe I could take sometime this weekend to testout some code. done right, we should be able to do what you want and more.

-S

 

[ApeX Predator]

@ms217 what are you looking to add to watchlist col?

 

[Praful005]

There are so many changes and versions... can someone please share the link for latest indicator with all the settings options.

 

[ApeX Predator]

@Praful005 https://usethinkscript.com/threads/custom-thinkscript-volume-stats-for-thinkorswim.970/post-33275

 

[cswu1211]

I think I fixed it. While at it tried to fold Pre-Market, 1H Market and Post-Market volumes added to the labels, must work Equity, if not with futures.

# Box Volume Stats
# Version 1.2
# Created by: Enigma
# Created: 05/18/17
# Modified by: Surya Kiran C ## Included rVolume label and Changed length as input. ## Additionally Pre-Market, 1Hr Volume, AfterHour Volume labels are added.


declare on_volume;

input length = 30;
input ShowDayAvg = yes;
input ShowTodayVolume = yes;
input ShowPercentOfDayAvg = yes;
input UnusualVolumePercent = 200;
input ShowBarAvg = yes;
input ShowCurrentBar = yes;

input PreMktVol = yes;
input RTH1HrVol = yes;
input PostMktVol = yes;


def VolDayAvg = (fold index = 1 to length + 1  with Avg = 0 do (Avg + volume(period = "DAY")[index])) / length;
def AvgBars = (fold index2 = 1 to length + 1 with Bar = 0  do (Bar + volume[index2])) / length;

def Today = volume(period =  "DAY");
def PercentOfDayAvg = Round((Today / VolDayAvg) * 100, 0);

def CurVol = volume;


def offset = 1;
def ADV = Average(volume, length)[offset];
def rVol = volume / ADV;

# Labels

#if GetAggregationPeriod() >= AggregationPeriod.DAY then 0 else if 1HrRTHVol then 1 else 0,

AddLabel(ShowDayAvg, length + "Day Avg: " + Round(VolDayAvg, 0) + "  ", Color.LIGHT_GRAY);
AddLabel(ShowTodayVolume, "Today: " + Today + " ", (if PercentOfDayAvg >= UnusualVolumePercent then Color.GREEN else if PercentOfDayAvg >= 100 then Color.ORANGE else Color.LIGHT_GRAY));
AddLabel(ShowPercentOfDayAvg, PercentOfDayAvg + "%", (if PercentOfDayAvg >= UnusualVolumePercent then Color.GREEN else if PercentOfDayAvg >= 100 then Color.ORANGE else Color.WHITE) );
AddLabel(ShowBarAvg, "Avg" + length  + "Bars: " + Round(AvgBars, 0) + " ", Color.LIGHT_GRAY);
AddLabel(ShowCurrentBar, "Cur Bar: " + CurVol + " ", (if CurVol >= AvgBars then Color.GREEN else Color.ORANGE));

AddLabel(yes, "rVol :" + Round(rVol, 2));
#AddLabel(yes, "ADV :" + ADV);
#AddLabel(yes, asPercent(rVol)); # remove "#" infront of Addlabels to select prefer choice
#AssignPriceColor(if rVol >= 1 then color.dark_red else if rVol <=.5 then Color.black else color.Gray);

#Pre, 1Hr RTH, AfterHours Volumes.
##if GetAggregationPeriod() >= AggregationPeriod.DAY then 0 else if PreMktVol then 1 else 0

input PrestartTime = 0400;
input PreendTime = 0929;

def PreMkt = SecondsFromTime(PrestartTime) >= 0 and SecondsTillTime(PreendTime) >= 0;
def PreVolMins = if PreMkt and !PreMkt[1] then volume
                else if PreMkt then PreVolMins[1] + volume
                else PreVolMins[1];
AddLabel(if GetAggregationPeriod() >= AggregationPeriod.DAY then 0 else if PreMktVol then 1 else 0, "PreMktVol = " + PreVolMins + "  ", Color.YELLOW);
# End Volume PreMarket

input RTH1HrstartTime = 0930;
input RTH1HrendTime = 1029;

def RTH1Hr = SecondsFromTime(RTH1HrstartTime) >= 0 and SecondsTillTime(RTH1HrendTime) >= 0;
def RTH1HrMins = if RTH1Hr and !RTH1Hr[1] then volume
                else if RTH1Hr then RTH1HrMins[1] + volume
                else RTH1HrMins[1];
AddLabel(if GetAggregationPeriod() >= AggregationPeriod.DAY then 0 else if RTH1HrVol then 1 else 0, "RTH1HrVol = " + RTH1HrMins + "  ", Color.YELLOW);
#End Volume RTH First 60 Mins

input PoststartTime = 1600;
input PostendTime = 1959;

def PostMkt = SecondsFromTime(PoststartTime) >= 0 and SecondsTillTime(PostendTime) >= 0;
def PostVolMins = if PostMkt and !PostMkt[1] then volume
                else if PostMkt then PostVolMins[1] + volume
                else PostVolMins[1];
AddLabel(if GetAggregationPeriod() >= AggregationPeriod.DAY then 0 else if PostMktVol then 1 else 0, "PostMktVol = " + PostVolMins + "  ", Color.YELLOW);
# End Volume PostMarket

Please advise why I can't get the line shown on volume graph?!

it seems no way to change/show color of the vol change line

 

[ApeX Predator]

@cswu1211 What, version of the code you grabbed? and I am assuming you are referring to Buy/Sell Color coding in the Volume area. If not please explain what Lines are you referring to.

 

[ApeX Predator]

@cswu1211 I think I know what you are asking. you grabbed the initial version of the code that has not Volume color coding integrated.
Try the code from the following post.

https://usethinkscript.com/threads/custom-thinkscript-volume-stats-for-thinkorswim.970/post-33275

 

[ApeX Predator]

@jngy2k check this out.

https://usethinkscript.com/threads/...r-with-fibonacci-for-thinkorswim.75/post-1323

if you must, you can try and improve on this.

 

[ApeX Predator]

@jngy2k did you see the thread i posted for you??

 

[jngy2k]

@jngy2k did you see the thread i posted for you??

yeah i'm looking at it trying to figure it out
edit: benten unfortunately uses two functions that i can't incorporate into my study
1) GetTime() < RegularTradingStart(GetYYYYMMDD());
i'm using input for closing time and open time
and def secondstilltime to assign a value non 0 value in seconds
and that will record my premarket time in seconds
instead of assigning a specific date
i can move premarket time to actually anytime i want 1600-930 or even 2000-400
2) if BarNumber() == HighestAll(ONhighBar)
this function takes too much effort on the cpu.
i run thinkorswim on my laptop and rather use isnan
according to this https://tlc.thinkorswim.com/center/...dvanced/Chapter-12---Past-Offset-and-Prefetch

i'm learning from his code though so thanks for the link

 

[LuKaSi]

Can someone quickly explain what the different colors on the volume bars represent? I can gather that green are buys and red are sells, but what about the dark green vs lighter neon green, and what about red vs orange.

Other than that the explanation given on this thread has been truly helpful. These are the exact type of labels I was looking for.

 

[ApeX Predator]

@LuKaSi
When the Sell Volume is increasing it's darker Red, Light Red with sell volume is decreasing,
Increase in Buy Volume is Dark Green, Light Green if the Buy volume is decreasing. Let me know if you have questions.

 

[Alex]

I'm looking for a simple total volume label that displays just like in the watchlist columns.

 

[BenTen]

@Alex Total volume of today's session?

 

[Alex]

@Alex Total volume of today's session?

Yes, just like the volume metrics in the watchlist columns. I can only find labels for either pre market only or open to close.

 

[BenTen]

@Alex This should work. Add it as a new indicator and move it to the upper section of your Studies list.

AddLabel(yes, Concat("Total Volume = ", volume), color.orange);

 

[Alex]

@BenTen It's only for current bar...

 

[BenTen]

@Alex Here you go:

declare upper;

input aggregationPeriod = AggregationPeriod.DAY;
def vol = volume(period = aggregationPeriod);
AddLabel(yes, Concat("Total Volume = ", vol), color.orange);

 

[Alex]

@BenTen Much appreciated! sorry for my thinkscript newbie requests...

 

[Alex]

@BenTen I noticed today during the pre market session that the volume label does not display the volume, while the watchlist volume does show. Any idea maybe why?