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Intraday Volume
Started:February 17th, 2015 (03:46 PM) by TahuPhoenix Views / Replies:295 / 2
Last Reply:February 18th, 2015 (06:39 AM) Attachments:0

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Intraday Volume

Old February 17th, 2015, 03:46 PM   #1 (permalink)
Trading Apprentice
Lund Sweden
Futures Experience: Intermediate
Platform: MultiCharts
Favorite Futures: Stocks
Posts: 4 since Feb 2015
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Intraday Volume

Hey (formerly BMT) Forums!

I've been doing some volume indicator coding lately and figured I wanted to calculate the total sum of volume being traded on a specific day (with that said, adding all the volume bars for a day together and plotting them). I don't just want the "Volume Today" since I want to know at what price a specific volume for that day hit.

I had a look around and tried asking the MC Support Team but with no luck. Instead, I figured I try my PL-skills which just upon now failed me.

Here is my code:


for j = 0 to currentbar
        Sum = Sum + Volume[j];

Plot1(Sum, "Sum");
I'm not used to coding with the currentbar, but my idea that if I set my resolution "Hour" and set the data range to just one day, I would get the plot of how the volume added up during the day.

All the best,

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Old February 17th, 2015, 03:46 PM   #2 (permalink)
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Old February 18th, 2015, 06:39 AM   #3 (permalink)
Hamburg Germany
Futures Experience: Advanced
Platform: Multicharts, Tradestation, Multicharts.NET, NinjaTrader, MetaTrader
Broker/Data: DTN IQ
Favorite Futures: ES
Posts: 1,109 since Apr 2013
Thanks: 188 given, 624 received


with your code you add up the volume for all bars on the chart. What you need to do is set a start value for the "for loop" which should be the bar number of the first bar of the new day.

Besides that you might not even need a loop, but you could simply sum the volume by adding the new volume each bar and reset this value on a new day.

Take a look at the build in Volume indicator, depending on the bar type you are using the correct reserved word for the volume is either Volume or Ticks.


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