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Re: intraday volumes

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  • mcanniello
    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


      --- In TOS_thinkscript@yahoogroups.com, "tradescripter" <tradescripter@...> wrote:
      >
      > 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?
      > >
      > >
      > > --- In TOS_thinkscript@yahoogroups.com, "tradescripter" <tradescripter@> wrote:
      > > >
      > > > 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
      > > > >
      > > > > --- In TOS_thinkscript@yahoogroups.com, "tradescripter" <tradescripter@> wrote:
      > > > > >
      > > > > > 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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