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INTRADAY AVERAGE VOLUME for Amibroker (AFL)

Rating:
3 / 5 (Votes 2)
Tags:
amibroker, intraday

Shows if intraday volume is greater than average volume of last 5 days (customizable) with moving average line.

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Indicator / Formula

Copy & Paste Friendly
Plot(V,"Volume",ParamColor("Color",colorBlueGrey),styleHistogram|styleThick);
Avgvol=0;
if (Interval()<inDaily) {
	n = round(3600*6.75/Interval());  //number of bars in the day
	d = Param("Lookback days",5,1,30,1); //averaging period
	barnum = BarsSince(Day()!=Ref(Day(),-1)); //bar number from start of the day
	for (i=0; i<n; i++) {
		VarSet("vol"+i,IIf(i==barnum,V,0));
	}
	for (i=0; i<n; i++) { 
		Avgvol=IIf(barnum==i,Sum(VarGet("vol"+i),n*d)/d,Avgvol);
	}
	Plot(Avgvol,"Average Volume",colorWhite,styleLine);
}
/*
	AddColumn(V,"V",1.0,colorDefault,colorDefault,50);
	AddColumn(barnum,"bar",1.0);
	AddColumn(n,"n",1.0);
	AddColumn(d,"d",1.0);
	AddColumn(Avgvol,"avg",1.0,colorDefault,colorDefault,50);
	for( i=0; i <n; i++ ) AddColumn(VarGet("vol"+i),"vol"+i,1.0);
	Filter=1;
*/

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