[N57H]

Hi,

Dr Brett steenberger wrote about:

" Relative Volume for ES Futures-
Recent posts have emphasized the relationship between volume and volatility (and between VIX and volatility) as key to anticipating trading movement and opportunity. The specific tool that I've found most helpful in anticipating intraday movement is what I call relative volume: the comparison of volume at a certain time of day with the median volume for that time of day. When relative volume is above average, we can expect good movement in the ES futures; when we have below average volume, trade is often narrow and range bound.

Below are the half-hour periods of the regular trading day, the median volumes in ES for 2009, and the standard deviations for each of those. I've found these norms to be quite helpful in identifying when volume is picking up and slowing down, which alerts me to whether markets are facilitating trade at particular key price levels. All times are Central Time US:

8:30 AM - 242,978 (55,247)
9:00 AM - 208,202 (50,743)
9:30 AM - 173,246 (43,980)
10:00 AM - 142, 250 (53,507)
10:30 AM - 117,904 (46,620)
11:00 AM - 104,093 (36,316)
11:30 AM - 97,808 (32,632)
12 Noon - 108,429 (36,057)
12:30 PM - 113,074 (41,832)
13:00 PM - 133,750 (60,438)
13:30 PM - 147,448 (60,432)
14:00 PM - 180,139 (53,454)
14:30 PM - 264,140 (84,050)
15:00 PM (15 minute period) - 112,686 (31,815)"

Tams, do you have a idea how to create a log file of the average vol for different intervals?

Thanks

[Tams]

Originally Posted by N57H »

...Tams, do you have a idea how to create a log file of the average vol for different intervals?

Thanks

I guess you missed this post:
http://www.traderslaboratory.com/for...html#post71373

[N57H]

You are referring to the same post just to page 1.

Where can i see the log file in trade station?

Do you have an idea how to create the average volume log?

Thanks

[Tams]

Originally Posted by N57H »

...
Where can i see the log file in trade station?
...
Thanks

have you tried the manual ???



.

[N57H]

Which manual?

Shouldn't it create a log file in a specific folder in my computer?

If so, which folder?

If not so, please tell me or refer me to an instructions

Thanks

[Tams]

I guess you missed this post:
http://www.traderslaboratory.com/for...html#post71373


Have a nice day.

[N57H]

I try to add a line to the code but it still did not create a file. Please check the last s lines in the code. Thanks

// Pivot Test
// version: beta 0.1
// author: TAMS
// Date: 20090720
// License: public use
//
// Description: This program screens the R3 and S3 pivot levels
// and makes a print out of the date and price to the log
//


input:
start.date(19620102);

var:
s1(0),
s2(0),
s3(0),
r1(0),
r2(0),
r3(0),
pp(0);


PP = (HIGH[1] + LOW[1] + CLOSE[1]) / 3;
R1 = (2 * PP) - LOW[1];
R2 = PP + RANGE[1];
R3 = R1 + RANGE[1];
S1 = (2 * PP) - HIGH[1];
S2 = PP - RANGE[1];
S3 = S1 - RANGE;


if date > start.date - 19000000 then
begin

if h > r3 then
print(numtostr(date+19000 000,0) + " >R3=" + NumToStr(r3,2));

if l < s3 then
print(numtostr(date+19000 000,0) + " <S3=" + NumToStr(s3,2));

Print(File("C: temp\test.txt"),CurrentDa te,CurrentTime );

end;