Would someone please help me write a script on TOS for a scan that would enable me to find stocks that are having its largest 5 minute volume bar of the day.

For example if its 10:30 and I run the scan I would like to find stocks that currently are having their heaviest 5 minute volume bar up to that point in time for the day. Any help is greatly appreciated.


Thanks in advance,
TradingForALiving

This might work...just set the aggregation on the scan to 5m. I'd suggest adding other filters such as price and volume to restrict the universe, otherwise it will return a lot of junk.

 

Code

def isToday = GetDay() == GetLastDay(); def highestVolume = if isToday and volume > highestVolume[1] then volume else highestVolume[1]; plot result = volume == highestVolume;

Thank you so much JayC for your help, very generous of you! I never would have figured that out on my own.