Calculation of average volume at current time for a number of previous sessions, known as Average Volume at Time (AVAT).
Inputs:
* period to use for accumulation. "D" is the default value, useful to view data for each session.
* number of previous sessions to average
TODO: more intelligent accumulation of number of bars in a session, since there may be sessions with different values
TODO: interpolate volume according to current time, inside of the last bar
Inputs:
* period to use for accumulation. "D" is the default value, useful to view data for each session.
* number of previous sessions to average
TODO: more intelligent accumulation of number of bars in a session, since there may be sessions with different values
TODO: interpolate volume according to current time, inside of the last bar
Sürüm Notları:
Volume on last bar is linearly interpolated according to current time (updated every tick).
Sürüm Notları:
Reduced function calls.
Cleaned-up comments.
Cleaned-up comments.
Sürüm Notları:
Implemented more intelligent accumulation of number of bars in a session, since there may be sessions with different values.
Sürüm Notları:
Time interpolation for the last bar implemented inside the function call (for easier reuse).
Sürüm Notları:
max_bars_back increased to 5000 allows an averaging length of 100 down to the 10-minute timeframe.
Sürüm Notları:
Added current cumulative volume plot for comparison, which can be disabled.
Sürüm Notları:
Added option to show only % ratio of current session to average volume, as a simpler value for decision making. This option disables the other plots.
Sürüm Notları:
only aesthetic changes (input strings, histogram width input)
Default length changed to 5 (previous days of data to average).
Default length changed to 5 (previous days of data to average).
Sürüm Notları:
Changed appearance to look like classic volume bars (green/red). Average value show as transparent area plot.
Code updated to version 5.
Code updated to version 5.