How to display net positive / negative volume from 5 min bars on daily chart

AFL Programming
1

Hi everyone.

I’m new to AFL and have been clumsily trying to figure this out but am a million miles away.

On a daily chart I would like to display the net positive / negative volume for that day based upon its 5 min bars.

If a 5 min bar closes higher than the previous 5 min bar then the volume from that bar is added to the cumulative net positive volume for the day, if lower than previous 5 min close the volume is added to the cumulative net negative volume for the day, no change bars are ignored. Net volume is either positive or negative or neutral (rarely) and displayed on a histogram.

Can anyone provide a high level framework for how to do this?

Thanks,
Steve

2

looks like not possible to access lower time frame data when we are viewing charts on higher time frame

3

You are wrong. You can. You have to store to static variables on 5-min bars (lower TF. And FYI you store a specific block but not the entire 5-min array) and then you plot the result in i.e. Daily (higher TF).

Watch same values on Daily as in 5-min.

5-min chart (stores to static var)
131116

and Daily chart pane outputs/plots the net positive / negative volume variables of 5-min chart
131312

1 Like