How to get Close Price 20 Seconds prior to high Volume tick

[Cougar]

Welcome @jdeep1983,

Use </> code tag whenever you share codes. Please refer to:

@Tomasz

Enter the AFL code properly

It is of utmost importance as improperly formatted code results in syntax errors.

Start code block with three back-ticks ````` and end the code block with three back-ticks too, like shown below. All you need to do is to

Just press </> button then paste or type your formula.

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@jdeep1983

How to get Close Price 20 Seconds prior to Volume ticks greater than 10000 in exploration.

Coming to what you want to procure, before anything else you need a database with Tick data or at the very least 1-sec snapshot data. Then from File > Database Settings you would need to set the Base time interval to 1-second or Tick.

On the basis of the code that you have shared, it is vague to subtract a value (20 secs) from TimeNum() in order to capture that bars Close. What if there was no tick 20 seconds ago!

Also refer to Understanding how AFL works.

Run below AFL as Exploration with Periodicity set to 1-Second:

SetOption( "NoDefaultColumns", 1 );
VolCap = Param( "High Volume level", 10000, 1000, 10000000, 1 );
LkBkBars = Param( "No. of bars to look back", 20, 1, 60, 1 ); // N-Bars ago

DT = DateTime();

Cond = V >= VolCap;
dtNbarsAgo = ValueWhen( Cond, Ref( DT, -LkBkBars ) );
CloseNbarsAgo = ValueWhen( Cond, Ref( C, -LkBkBars ) );

//Filter = Cond;
Filter = 1;

AddTextColumn( Name(), "Symbol" );
AddColumn( DT, "Date/Time", formatDateTimeISO, FntClr = IIf( Cond, colorWhite, colorDefault ), BkClr = IIf( Cond, colorDarkBlue, colorDefault ), 118 );
AddColumn( V, "Volume", 1.0, FntClr, BkClr );
AddColumn( C, "Close", 1.2, FntClr, BkClr );

AddColumn( IIf( Cond, dtNbarsAgo, Null ), "N-Bars ago High Volume bar - Time", formatDateTimeISO );
AddColumn( IIf( Cond, CloseNbarsAgo, Null ), "N-Bars ago High Volume bar - Close", 1.2 );