Average Volume at Time (AVAT)

٢٩ يناير ٢٠٢٠

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

٢٩ يناير ٢٠٢٠

ملاحظات الأخبار

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

٢٩ يناير ٢٠٢٠

ملاحظات الأخبار

Reduced function calls.

Cleaned-up comments.

٢٩ يناير ٢٠٢٠

ملاحظات الأخبار

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

٢٩ يناير ٢٠٢٠

ملاحظات الأخبار

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

٢٩ يناير ٢٠٢٠

ملاحظات الأخبار

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

٦ سبتمبر ٢٠٢١

ملاحظات الأخبار

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

١٤ نوفمبر ٢٠٢١

ملاحظات الأخبار

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.

٦ يناير ٢٠٢٣

ملاحظات الأخبار

only aesthetic changes (input strings, histogram width input)

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

١٧ أبريل ٢٠٢٣

ملاحظات الأخبار

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