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Garrett’s Extended Hours % AVOL Indicator for thinkorswim
Garrett’s Extended Hours % AVOL Indicator for thinkorswim ### inputs ### input AVOL_length = 21; input subtractFirstBarVolume = yes; ### daily AVOL ### def daily_volume = volume(period = AggregationPeriod.DAY); def AVOL = Average(daily_volume[1], AVOL_length); # AfterHours Volume def ah = getTime() > regularTradingEnd(getYYYYMMDD()); def firstAHVolume = if ah and !ah[1] then volume else firstAHVolume[1]; def ahVol = if ah and … Read More