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CuriousGeorge

Help W/ Avg Vol By TimeFrame ELD

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I found the following code on TradeStation forums. It's supposed to show the average volume and median volume by timeframe for a specified number of days back. However, the results don't line up with my calculations so I figured I would see if some experiences coders in here could have a look and see what's wrong. Here's the code:

 

 

 

INPUTS: Days.Back( 5) ;

 

VARIABLES: Days.Count( 0 ),

Session.Minutes( 0 ),

Total.Volume( 0 ),

Volume.Average( 0 ),

Volume.Median( 0 ),

Counter( 0 ),

Bars.per.Day( 0 ) ;

 

 

IF BarType = 1 THEN BEGIN { plot intraday time charts only }

 

Session.Minutes = TimeToMinutes(1515) - TimeToMinutes(0830) ;

 

Bars.per.Day = Round( ( Session.Minutes/BarInterval )+ 0.49, 0 ) ; { round-up }

 

//print(Counter);

//print(barnumber);

//Print("*******");

 

Total.Volume = 0 ;

Days.Count = 0 ;

 

FOR Counter = Round( BarInterval * 0.5, 0 ) TO Days.Back * Bars.per.Day BEGIN

 

IF Time = Time[Counter] AND

Days.Count < Days.Back THEN BEGIN

Total.Volume = Total.Volume + UpTicks[Counter] + DownTicks[Counter] ;

Days.Count = Days.Count + 1 ;

END ;

 

END ;

if Days.Count <> 0 then

Volume.Average = Total.Volume/Days.Count ;

 

Volume.Median = median(Upticks + Downticks,Days.Count);

 

Plot1( Volume.Median, "Median Vol" ) ;

 

Plot2( Volume.Average, "AvgVol(ToD)" ) ;

 

Plot3( UpTicks + DownTicks, "Volume" ) ;

if upticks > downticks then

setplotcolor(3,green);

If plot3 > Plot1 and plot3 > Plot2 then Alert("High Volume");

 

END ;

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I found the following code on TradeStation forums. It's supposed to show the average volume and median volume by timeframe for a specified number of days back. However, the results don't line up with my calculations...

 

 

 

what instrument and what time frame is your chart?

what is it off by?

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