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• Yes i m italian, and i don t speek very well english. The idea now is to observe the intraday volumes relation between sp500 future (symb: /es) and the 10
Message 1 of 7 , Sep 1, 2010
Yes i'm italian, and i don't speek very well english.
The idea now is to observe the intraday volumes relation between sp500 future (symb: /es) and the 10 years tresury (/zn) for example, when there is some important news.
I don't know if this a good as indicator, but i try to study it.
Thanks and have a good day

M. from italy

>
> It took me a little while to figure out what you were doing. Then I realized that you are using contract letters, and year. I goggled "giugno" to see if I could figure out what language you are using. Italian.
>
> Well, your use of "concat" to get the volume function to return volume of different contract expiration's is magnifico! Is that Italian?
>
> I don't know why you are comparing volume of different contract expiration's?
>
> --- mario wrote:
> >
> > thanks for your help.
> >
> > I try whit this code:
> >
> > declare lower;
> >
> > input startD= 001;
> > input rad = "es";
> > input anno = "0";
> > input marzo = "H";
> > input giugno = "M";
> > input sept = "U";
> > input dicembre = "z";
> >
> > def Aftr001 = secondsFromTime(startD) > 0;
> > def TodaysOpen = Aftr001;
> >
> > rec volumeaccA= if todaysOpen then volume(concat(concat("/", rad), concat(marzo, anno))) else
> >
> > double.nan;
> > rec volumeaccB= if todaysOpen then volume(concat(concat("/", rad), concat(giugno, anno)))
> >
> > else double.nan;
> >
> > rec volumeaccC= if todaysOpen then volume(concat(concat("/", rad), concat(dicembre, anno)))
> >
> > else double.nan;
> > rec volumeaccCurr= if todaysOpen then volume(concat(concat("/", rad), concat(sept, anno)))
> >
> > else double.nan;
> >
> > plot symba = totalsum(volumeaccA);
> > plot symbb = totalsum(volumeaccB);
> > plot symbc = totalsum(volumeaccC);
> > plot symbCurr = totalsum(volumeaccCurr);
> >
> > rec volac = if todaysOpen then volume else double.NaN;
> > plot vol = totalsum(volac);
> >
> > what do you think?
> > I will change startD if it is a stock future or other;
> > This code is to plot more future's volumes.
> > What do you think?
> >
> >
> > >
> > > I created a study that shows an example of how to sum the volume starting at 9:30 am. The text file is located at:
> > >
> > > Files > Example Code > Counters, and Sums > Total Volume from Beg of Market Open
> > >
> > > You need to check different volumes at certain times. The first study shows how to find a certain time, this study shows how to Sum the Days Volume.
> > >
> > > --- mario wrote:
> > > >
> > > > thanks for the code, but for the future the star day change, cai i change the def time?
> > > > But i need this i.e 5 minutes time frame:
> > > > 9.30 9.35 volumes 1000;
> > > > 9.35 9.40 volumes 500; accumulate 1500;
> > > > .....
> > > > 10.30 10.35 volumes 100; accumulate 20000;
> > > > ....
> > > > 14.30 14.35 volumes 1000; accumulate 80000;
> > > > ....
> > > > i would plot in real time the accumulate volumes from the start of the day.
> > > > How can i use your code in this case?
> > > >
> > > > Thanks
> > > >
> > > > >
> > > > > I created a text file that explains how to isolate the beginning of the day, on an intraday chart.
> > > > >
> > > > > It is in the FILES section of this group. Go To:
> > > > >
> > > > > FILES > Example Code > Time Related > Beg of Day
> > > > >
> > > > >
> > > > > --- mcanniello wrote:
> > > > > >
> > > > > > how can I store the volumes increase intraday and plot that?
> > > > > > I would plot a line or histogram about the volume increase, i try whit REC volume, but i don't know how define the start of the trading day.
> > > > > > Is there someone, that can help me?
> > > > > >
> > > > > > Thank you anyway
> > > > > >
> > > > >
> > > >
> > >
> >
>
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