OPEN-SOURCE SCRIPT
Average Volume at Time (AVAT)
Diupdate
Calculation of average volume at current time for a number of previous sessions, known as Average Volume at Time (AVAT).
Inputs:
* period to use for accumulation. "D" is the default value, useful to view data for each session.
* number of previous sessions to average
TODO: more intelligent accumulation of number of bars in a session, since there may be sessions with different values
TODO: interpolate volume according to current time, inside of the last bar
Inputs:
* period to use for accumulation. "D" is the default value, useful to view data for each session.
* number of previous sessions to average
TODO: more intelligent accumulation of number of bars in a session, since there may be sessions with different values
TODO: interpolate volume according to current time, inside of the last bar
Catatan Rilis
Volume on last bar is linearly interpolated according to current time (updated every tick).Catatan Rilis
Reduced function calls.Cleaned-up comments.
Catatan Rilis
Implemented more intelligent accumulation of number of bars in a session, since there may be sessions with different values.Catatan Rilis
Time interpolation for the last bar implemented inside the function call (for easier reuse).Catatan Rilis
max_bars_back increased to 5000 allows an averaging length of 100 down to the 10-minute timeframe.Catatan Rilis
Added current cumulative volume plot for comparison, which can be disabled.Catatan Rilis
Added option to show only % ratio of current session to average volume, as a simpler value for decision making. This option disables the other plots.Catatan Rilis
only aesthetic changes (input strings, histogram width input)Default length changed to 5 (previous days of data to average).
Catatan Rilis
Changed appearance to look like classic volume bars (green/red). Average value show as transparent area plot.Code updated to version 5.
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