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I included the code for RelativeVolume instead of RelativeVolume2 because the second version streams updates from the study to the message log. It's my understanding that was the only update.
Hope that is helpful and thanks again for looking into this stuff
Luck is what happens when preparation meets opportunity. ~ Seneca
I'm not making progress. The sc.GetNearestMatchForSCDateTime function returns zero for an exact match or 1 for the closest match, as far as I can figure it doesn't not return the correlated sc.index number, which is what I need for my remedial train of thought. I will look at the code you referenced, but he said it only works on time bars though, which I really would like this to work on any type of bars, since I don't use time bars. It may give me some more ideas and hopefully we can knock this out before New Years.......................2014.
I agree that there may be utility in discerning relative volume for different market quantifications (i.e. range, ticks, etc.), I'm just thinking time buckets would be the the least tricky to deal with. But I could be waaaaaaaaay off on that assumption.
I've got faith in your efforts Fwiw, I've started poking around a bit in the ACSIL stuff. My guess is that my current level redefines remedial
Luck is what happens when preparation meets opportunity. ~ Seneca
Based on Fat Tails brilliant anaIntraDayVolume.
This indicator shows the session volume so far compared to the average for that weekday and time of day.
Thread for discussion: https://nexusfi.com/elite-circle/24373-vvhgs-little-helpe …
To echo traveller's sentiments, programming isn't exactly my bag so I'm hoping I can at least stay in harmony with the cheer
Btw, I haven't got to read through the seasonality thread, but just skimming it looked like it is related to the general idea of relative volume and volatility.
Luck is what happens when preparation meets opportunity. ~ Seneca
I have the cumulative volume part figured out for the current day, as expected it ended up being very simple, as in 4 lines of code simple, and it will work on any bar type. I think creating the average of prior days will be easy, but I had thought this part was going to be easy as well and we know how that turned out. I also have to work on the single bar logic for time charts, but again I don't think that will be difficult now. The default will be cumulative volume from the specified time, but if set to "No" then it will only compare the current bar's volume to prior days' average of the specified period.
I'm pretty jammed up tomorrow and Friday, but should get back on it Saturday. I will also take a look at the links you provided. We are definitely on schedule for our New Years' 2019 completion date.
Hey guys, did anyone ever figure this out for Sierra? I saw it on Peter Davies chart once, and I've been looking for it which is why I stumbled on this thread.