Find highest Volume in previous day in intraday timeframe

Is there way to find highest volume in previous day's intra day candles only ( it should exclude current intra day bars, using 15min timeframe )

dn = DateNum();
newday = dn != Ref( dn, -1);
yest_Hsince = ValueWhen(newday,Ref(HighestSince(newday,V), -1));
1 Like

Working fine, Thank you so much, trying to understand the code

Hi Fx,
trying to check previous n days of intraday volume candles

yest_Hsince = ValueWhen(newday,Ref(HighestSince(newday,V), -1));
ndays = hhv(yest_Hsince, noofdays * in15Minute );

is this correct way ?

Thanks
Ramesh

No, it is not.

days = 10;
comp = TimeFrameCompress(V,inDaily,compressHigh);
hh_v = HHV(comp,days);
hh = TimeFrameExpand(hh_v,inDaily,expandLast);

Or use Sparse* functions ( if using different session start other than start of day):


BTW, please use code tags if inserting code!
Mandatory reading of this thread.

2 Likes

Thank you so much Fx. Great help

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