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Helps with TOS Simple Volume Script Please


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Helps with TOS Simple Volume Script Please

  #1 (permalink)
TradingForALiving
Miami Florida US
 
Posts: 16 since Oct 2015
Thanks Given: 6
Thanks Received: 1

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

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  #2 (permalink)
 JayC 
San Diego, CA
 
Experience: Beginner
Platform: TOS, Sierra
Trading: Emini ES, Crude CL
Posts: 55 since Mar 2019
Thanks Given: 9
Thanks Received: 43

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;

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  #3 (permalink)
TradingForALiving
Miami Florida US
 
Posts: 16 since Oct 2015
Thanks Given: 6
Thanks Received: 1


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

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