OPEN-SOURCE SCRIPT
Average Volume at Time (AVAT)
Mis à jour
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
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
Notes de version
Volume on last bar is linearly interpolated according to current time (updated every tick).Notes de version
Reduced function calls.Cleaned-up comments.
Notes de version
Implemented more intelligent accumulation of number of bars in a session, since there may be sessions with different values.Notes de version
Time interpolation for the last bar implemented inside the function call (for easier reuse).Notes de version
max_bars_back increased to 5000 allows an averaging length of 100 down to the 10-minute timeframe.Notes de version
Added current cumulative volume plot for comparison, which can be disabled.Notes de version
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.Notes de version
only aesthetic changes (input strings, histogram width input)Default length changed to 5 (previous days of data to average).
Notes de version
Changed appearance to look like classic volume bars (green/red). Average value show as transparent area plot.Code updated to version 5.
Script open-source
Dans le plus pur esprit TradingView, l'auteur de ce script l'a publié en open-source, afin que les traders puissent le comprendre et le vérifier. Bravo à l'auteur! Vous pouvez l'utiliser gratuitement, mais la réutilisation de ce code dans une publication est régie par nos Règles. Vous pouvez le mettre en favori pour l'utiliser sur un graphique.
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