Average Volume at Time (AVAT)

29 sty 2020

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

29 sty 2020

Informacje o Wersji

Volume on last bar is linearly interpolated according to current time (updated every tick).

29 sty 2020

Informacje o Wersji

Reduced function calls.

Cleaned-up comments.

29 sty 2020

Informacje o Wersji

Implemented more intelligent accumulation of number of bars in a session, since there may be sessions with different values.

29 sty 2020

Informacje o Wersji

Time interpolation for the last bar implemented inside the function call (for easier reuse).

29 sty 2020

Informacje o Wersji

max_bars_back increased to 5000 allows an averaging length of 100 down to the 10-minute timeframe.

6 wrz 2021

Informacje o Wersji

Added current cumulative volume plot for comparison, which can be disabled.

14 lis 2021

Informacje o Wersji

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.

6 sty 2023

Informacje o Wersji

only aesthetic changes (input strings, histogram width input)

Default length changed to 5 (previous days of data to average).

17 kwi 2023

Informacje o Wersji

Changed appearance to look like classic volume bars (green/red). Average value show as transparent area plot.
Code updated to version 5.