Hi all,

Is it possible to determine the average volume for an instrument at certain times of the day?

Currently I just pull up an hourly chart, plot volume at the bottom, and visually look through years worth of charts to get a feel for when the most volume is done.

What would be great is if there was a way to determine per hour of the day, what the average volume is.
eg: 9am-10am: x volume
10am-11am: y volume
etc...

Perhaps there is a ninja script that can print this info to the output window?

Any ideas?

Much appreciated.

Look here:

IntradaySeasonality V11 by FatTails

Awesome, thanks.

FatTails and his kickass indicators to the rescue as usual

This would be the same as the "average volume per hour", but instead of volume,
it would calculate each bar's (close - open) , with the additional by day of week.
Is this anywhere?