| SID Name | Description | Rating |  | 114 VolumeByPeriod | Analyzes volume by each 30 min period using intraday 30 min bars. Produces comma-delimited output file for export to excel. | Not Approved |
 | Notes for this Trading System: |
 | Rules for this Trading System: |
 | Begin event logic: |
 | Bar event logic: |
# Produces a comma-delimited output file for export to excel
# Analyzes intraday 30 min bars to output volume by each period for one instrument per run.
# In excel, you can quickly find average volume by each 30 min period and the % of volume
# for each period individually and cumulatively.
# Provides a reference for heavy or light volume for use intraday.
my $i = 0;
my $VolSubTot = 0;
if (NewDay)
{
# Accumulate from previous day
# Only accumulate full days; ignore partial days
if ($Count == 13)
{
for $i (1 .. 13)
{
$VolSubTot = $VolSubTot + Ago(Volume,$i);
}
$DayCount = $DayCount + 1;
Output
( ",",
Date(Ago(DateTime,1)),",",
$DayCount,",",
Ago(Volume,13),",",
Ago(Volume,12),",",
Ago(Volume,11),",",
Ago(Volume,10),",",
Ago(Volume,9),",",
Ago(Volume,8),",",
Ago(Volume,7),",",
Ago(Volume,6),",",
Ago(Volume,5),",",
Ago(Volume,4),",",
Ago(Volume,3),",",
Ago(Volume,2),",",
Ago(Volume,1),",",
$VolSubTot,",",
Ago(Volume,13)/$VolSubTot,",",
Ago(Volume,12)/$VolSubTot,",",
Ago(Volume,11)/$VolSubTot,",",
Ago(Volume,10)/$VolSubTot,",",
Ago(Volume,9)/$VolSubTot,",",
Ago(Volume,8)/$VolSubTot,",",
Ago(Volume,7)/$VolSubTot,",",
Ago(Volume,6)/$VolSubTot,",",
Ago(Volume,5)/$VolSubTot,",",
Ago(Volume,4)/$VolSubTot,",",
Ago(Volume,3)/$VolSubTot,",",
Ago(Volume,2)/$VolSubTot,",",
Ago(Volume,1)/$VolSubTot
);
}
# Initialize for today
$Count = 0;
$VolSubTot = 0;
}
$Count = $Count + 1;
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