Modified on 2020/02/29 05:31 by Eugene — Categorized as: Community Indicators


public VolumeBuzz(Bars bars, int days, string description)
public static VolumeBuzz Series(Bars bars, int days)

Parameter Description

barsA Bars object
daysPeriod to average


VolumeBuzz gives you an average trading volume for an instrument at certain times of the day. For example, the 5-day VolumeBuzz at 10:00am would be the sum of all the volume from 09:30 to 10:00 from the previous 5 days of trading divided by 5. Likewise, at 10:30, it would be the 5-day average of the total volume from 09:30 to 10:30.


A related indicator is the CIV (Cumulative Intraday Volume)