Intraday Volume

February 17th, 2015, 03:46 PM

Hey futures.io (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:

Code

Vars:
        j(0),
        Sum(0);

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

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,
TahuPhoenix

ABCTG · February 18th, 2015, 06:39 AM

TahuPhoenix,

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.

Regards,
ABCTG

Intraday Volume

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Intraday Volume