Syntax
public VolumeBuzz(Bars bars, int days, string description)
public static VolumeBuzz Series(Bars bars, int days)Parameter Description
| bars | A Bars object |
| days | Period to average |
Description
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.
Interpretation
A related indicator is the
CIV (Cumulative Intraday Volume)