Average Volume at Time (AVAT)

2020年1月29日

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

2020年1月29日

版本注释

Volume on last bar is linearly interpolated according to current time (updated every tick).

2020年1月29日

版本注释

Reduced function calls.

Cleaned-up comments.

2020年1月29日

版本注释

Implemented more intelligent accumulation of number of bars in a session, since there may be sessions with different values.

2020年1月29日

版本注释

Time interpolation for the last bar implemented inside the function call (for easier reuse).

2020年1月29日

版本注释

max_bars_back increased to 5000 allows an averaging length of 100 down to the 10-minute timeframe.

2021年9月6日

版本注释

Added current cumulative volume plot for comparison, which can be disabled.

2021年11月14日

版本注释

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.

2023年1月6日

版本注释

only aesthetic changes (input strings, histogram width input)

Default length changed to 5 (previous days of data to average).

2023年4月17日

版本注释

Changed appearance to look like classic volume bars (green/red). Average value show as transparent area plot.
Code updated to version 5.