Author Topic: 1 minute volume spike relative to the past 10 minutes...  (Read 1570 times)

DavideBianchini

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1 minute volume spike relative to the past 10 minutes...
« on: November 10, 2017, 07:35:04 am »
I'm looking for a way to detect a single one-bar volume spike, in relation to a low volume in the previous bars leading up to it (see graphic below). I tried the "Volume Spike" search filter, but it doesn't seem to apply here, since it looks at historical data. I only want to look at data over the past 10 minutes. In other words, the volume would look like this;



                                                  +
                                                  +
                                                  +
                                                  +
+++++++ +++++++    +++++++++++   +++++++
++++++++++++++++++++++++++++++++++++



Any ideas how I can search for this kind of a volume spike?

Thanks,

Davide
« Last Edit: November 10, 2017, 07:40:39 am by DavideBianchini »

sternforpres

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Re: 1 minute volume spike relative to the past 10 minutes...
« Reply #1 on: November 25, 2017, 12:52:18 pm »
You can write a formula, something like this:

 v_up_10 - v_up_1

Which would give a negative number if the 1 minute volume is larger than the 10 minute.

Or

v_up_10*10 < v_up_1

Which would result in a 1 if the 1 minute is 10X greater than the 10.

I am not 100% sure if the current 1 minute volume is included in the current 10 minute volume, you would need to test that.