Average between current candle and Open

[3acor]

What is the formula in the Average function to be able to average something between the current candle and the session open. 

I am writing this:

Average(0,Daytrading.SessionStart,...) but it won't work.

Thanks

[Mike Medved]

What value do you want to average? The "Change from Open" basically? Over how many candles?

Average(20, Close-SymbolData.Open) - would do it for the last 20 candles 
BUT it would only show correctly for the last day (since SymbolData.Open 
is for current session only)

If you want it correct for every day going back, the code needs to figure 
out what the Open for each day is, so would be a bit more elaborate.

[3acor]

I would like to average the BarVolume from the session start to the current timestamp. I would like to use it when running a scan

Edited December 14, 2023 by 3acor

[Mike Medved]

I am not sure what you mean. Wouldn't the "Average" line in the Volume indicator do (if you use "Never" in Extended settings)?

 

[3acor]

Which Average line? oh you men the MA line?

How can I input that in the scanner?

Edited December 15, 2023 by 3acor

[Mike Medved]

Scanner at the top allows you to add indicators as variables. Add Volume indicator with MA as secondary parameter.

[3acor]

Is there a way to have the volume being considered starting from the session open? 
The MA is also including the data in the Pre-market for its calculation or if extended hours are set to Never, it is considering the data of the previous day for the calculation of the MA in the scanner.

 

[Mike Medved]

For that you'd have to keep track of the average yourself. Use StateFIFOQueue of the appropriate size (period), zero it out whenever the new regular session starts (use TradingDay variable - the DayNumber in it changes when the new session starts, and you can figure out if you're in premarket or not as well) and add the candle's volume if regular session. Then take its average.

[3acor]

How can I get the difference between the current timestamp and the timestamp of the candle Open and use it in an equation?

Example: I am using the scanner on the 15min frequency and currently the time is 10:41am. How can I get the difference of 11min which is the Current Timestamp minus the timestamp of the candle Open?

Edited January 7, 2024 by 3acor

[Mike Medved]

18 hours ago, 3acor said:

How can I get the difference between the current timestamp and the timestamp of the candle Open and use it in an equation?

Example: I am using the scanner on the 15min frequency and currently the time is 10:41am. How can I get the difference of 11min which is the Current Timestamp minus the timestamp of the candle Open?

(Timestamp.Minute % 15)+1 ?  1 for 1st minute. 2 for second minute. etc.

[3acor]

8 hours ago, Mike Medved said:

(Timestamp.Minute % 15)+1 ?  1 for 1st minute. 2 for second minute. etc.

the code wouldn't work. I would like to divide the volume by the difference between the current timestamp and the timestamp of the current 15min candle open.

[Mike Medved]

On 1/8/2024 at 6:49 PM, 3acor said:

the code wouldn't work. I would like to divide the volume by the difference between the current timestamp and the timestamp of the current 15min candle open.

That's what (Timestamp.Minute % 15)+1  gives you. Stick this into a column in a scan and watch it go from 1 to 15 then roll over to 1... Just make sure the scan is run on 15 min candles.

[3acor]

17 minutes ago, Mike Medved said:

That's what (Timestamp.Minute % 15)+1  gives you. Stick this into a column in a scan and watch it go from 1 to 15 then roll over to 1... Just make sure the scan is run on 15 min candles.

This is what I get when I insert it 

[Mike Medved]

Hm the preprocessor that sprinkles indexing [0]s on indexed variables fails in this case.

Try

Timestamp[0].Minute

 

[3acor]

It is giving me a constant number which is whatever is after "+". so if I put (Timestamp[0].Minute % 15)+1, it will give me 1. If I put (Timestamp[0].Minute % 15)+2, it will give me 2...

Edited May 17, 2024 by 3acor

[Mike Medved]

On 5/16/2024 at 11:23 PM, 3acor said:

It is giving me a constant number which is whatever is after "+". so if I put (Timestamp[0].Minute % 15)+1, it will give me 1. If I put (Timestamp[0].Minute % 15)+2, it will give me 2...

Ok so if you have 15 min candles, the Timestamp[0].Minute % 15 will always be 0. I think I misunderstood what you wanted.

You want a

MTUtil.UtcNowSynced.Minute % 15

This should be sufficient although the data feed timestamps may differ a little bit from the UTC time - depending on the feed.

 

 

[3acor]

So If I am running my scanner on the 15min frequency and I want to have the 15min BarVolume divided by the current timestamp minus the timestamp of the 15min candle open, the formula below works?
BarVolume/(MTUtil.UtcNowSynced.Minute % 15)

[Mike Medved]

+1   - otherwise you will get a divide by zero error.

[3acor]

It is still not giving me the right 1min volume

[Mike Medved]

On 5/20/2024 at 9:50 AM, 3acor said:

It is still not giving me the right 1min volume

Try this: make another column and just put the  MTUtil.UtcNowSynced.Minute % 15+1 into it. Watch what shows up in the column...

[3acor]

ok it works now. Even dividing without the +1.
Thanks!