Hello Seniors,
Is there way to explore stocks whose first 5 mins volume of the current day is greater than highest of the previous 3 day's candles of 5 mins time frame?
I am able to get cumulative volume for each day and able to scan stocks whose first 5 mins volume is greater than the past 3 days. But my requirement is to compare Volume on each of the 5 mins candles for the past 3 days and result the stock only if the stock's first 5 mins Volume is greater than the previous 3 days.
Note: I would want to compared individual 5 mins candles instead of total volume of the individual days
Code I am using so far for volume comparison is
////////////////////////////////////////////
_SECTION_BEGIN( "Market Setting" );
TradeStartTime = Param( "Trade Start From(HHMM)", 915, 900, 2400, 1 );
NoEntryTime = Param( "No Entry After(HHMM)", 920, 900, 2400, 1 );
FC = DateNum() != Ref( DateNum(), -1 );
LC = DateNum() != Ref( DateNum(), 1 );
EntryTime = TimeNum()>=TradeStartTime*100 AND TimeNum()<NoEntryTime*100;
_SECTION_END();
//////////////////////////////////////////////////////
TotVol = Ref( V, -3 ) + Ref( V, -2) + Ref ( V, -1);
Cond = V > TotVol AND ENTRYTIME ;
Filter = Cond ;
Color1 = IIf((Cond ), colorDarkGreen, colordarkRed);
SetOption("NoDefaultColumns", True );
AddTextColumn(Name()," Symbol ");
AddColumn( DateTime(), " Date / Time ", formatDateTime );
AddRankColumn();
SetSortColumns(2);
AddColumn( Close, " Price ",1.2);
AddColumn( Ref( V, -1 ), "Vol -1" );
AddColumn( Ref( V, -2 ), "olL -2" );
AddColumn( Ref( V, -3 ), "Vol -3" );
AddColumn( TotVol, "3 Day Tot vol " );
AddColumn( Volume, "Current Vol " );
I have restricted the scan time period to 5 mins and run the scanner on 5 mins time frame.
Results look something similar to the attached image..
Any help is very much appreciated.. Thanks in advance..