Volume at Price for intraday chart

Volume at Price for intraday chart

Sean
2016-01-04 07:37:08

Hi, I am exploring the volume at price function, it works for daily charts using the following function:

PlotProfile("volume",year() != ref(year(), 1),1,20,colorblue,colorblack,OperationSum);
PlotProfile("volume",0,1,20,colorblue,colorblack,OperationSum);

How about 1 minute intraday data? how can i change the function to fit in an intraday chart? let say for the last 100 bar? thank you

QuantShare
2016-01-05 02:55:43

The first example would plot the volume profile for each year.
If you want to plot the volume profile for each day in a 1-min chart then type:
PlotProfile("volume",day() != ref(day(), 1),60,20,colorblue,colorblack,OperationSum);

Sean
2016-01-05 03:04:24

Thank you for the reply.

If i wanna plot a volume profile in a 1-min chart, showing the sum of volume at price for the past 1000 minutes (bars), what should i type?
(i dont wanna have a volume profile for each day, i wish to have a volume profile as a sum of the past 1000 bars in a 1-min chart)

Thank you

QuantShare
2016-01-06 02:12:22

This will plot two profiles. One at the first bar and one starting from the current bar minus 1000. Just ignore the first profile.

a = sum(1) == (totalbars() + 1 - 1000);
PlotProfile("volume", a,60,20,colorblue,colorblack,OperationSum);

Get more messages

No more messages

Back


Trading Items Price at a specific Intraday Time Large price and volume gain after consolidation Volume near Price Level - Detect Strong Support & Resistance Area... NYSE Up-Down Volume Ratio - Historical & Intraday High to low stock pattern for the close price	How-to Lessons How to change volume bar colors when the price closes down How to download new quotes when selecting a chart How to plot two different time frames in the same chart How to display notes/commentaries on a chart How to create a log scale chart
Related Forum Threads Add a trading system to the price volume chart Where can I find intraday historical US stock chart or raw data? Horizontal line on the intraday chart with the day's opening pric... Intraday Volume Discrepancies Chart for 1m bars over a custom time range	Blog Posts 6 ways to download free intraday and tick data for the U.S. stock... 6 places to download historical intraday Forex quotes data for fr... 6 New Ways to Download Free Intraday Data for the U.S. Stock Mark... Different periodicities and chart bar types in QuantShare Trading... Day Trading: A trading system that combines intraday and EOD data