5 mins Candle that has highest volume compared to past 3 days

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..

Screenshot 2020-11-17 170047

Any help is very much appreciated.. Thanks in advance..

This has been posted just few days ago.
Please use forum search before.

1 Like

Thanks a ton @fxshrat .. It was exactly what i needed... My apologies for reposing a similar requirement. I did search the forum before posting it though I missed it somehow.

You are a champ !! Thanks again ..

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