Add daily values to intraday scan

Add daily values to intraday scan

Jared Seaton
2021-10-29 18:31:21

I am looking for volume on an hourly timeframe in a scanner. I would like to compare volume from multiple previous days. Am I using TimeframeDecompress and TimeframeApply correctly? Will this work?

Main time frame set to 1h:

vol1a = TimeframeDecompress(TimeframeApply(1440,volume));
vol2a = TimeframeDecompress(TimeframeApply(2880,volume));
vol3a = TimeframeDecompress(TimeframeApply(4320,volume));

var1 = vol1a >= 100000 and vol2a >= 100000 and vol3a >= 100000;
var2 = volume > 15000000;

filter = var1 and var2

QuantShare
2021-11-08 09:49:58

Yes, you can plot these on a chart to see.
But this is not very efficient. It is better to just use average volume using different periods.

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