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#1 Selling Amibroker Plugin featuring:
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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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