Hi there,
What indicator do i need to u use to know what the volume is of a ticker of the last 24 hours?
Thanks in advance.
Greetings David
QUANTCONNECT COMMUNITY
Hi there,
What indicator do i need to u use to know what the volume is of a ticker of the last 24 hours?
Thanks in advance.
Greetings David
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Varad Kabade
Hi David,
We do not need to use an indicator for that purpose. There are multiple ways to do this; we can create a TradeBar consolidator with a time period of one day or use the Volume property of the coarse fundamental object in the coarse filter. Alternatively if we are using Daily resolution data, we can just access the volume from the TradeBar object
Best,
Varad Kabade
Vladimir
Vronghel,
There are many ways to create such an indicator.
Here is the simplest one that summarizes the volume history of 24 hourly bars every hour.
Enjoy.
Vronghel
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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