Detecting Unusual Volume in Real-Time

Discussion in 'Trading Software' started by cwb1014, Nov 19, 2002.

  1. cwb1014


    Does anyone know of any software that can tell you on a real-time basis if a stock is experiencing unusual volume based on how it is trading up to and/or during a certain time of the trading day relative to how it has traded over the past "x" number of days up to and/or during that same certain time.

    I am not looking for software that can tell you that a stock has so far today traded "y" percent of its average daily volume over the past "z" days (there's a lot of that software available).

    Many thanks in advance for any assistance that anyone can provide.



  2. Mispe

    and su Add-in TPRT realtime.

    You need additionally to be a subscriber of for realtime data
  3. Dustin


    InvestorRT has a function called Tick Velocity that can do that.
  4. snorton


    This can be done with Stock Watch Pro. For example, the following formula detects when 30-minute volume is 50% above average 30-minute volume during the last 5 days, during the same time of the day:

    Bar[Volume,30] >= 1.5 * (Bar[Volume,30,13] + Bar[Volume,30,26] + Bar[Volume,30,39] + Bar[Volume,30,52] + Bar[Volume,30,65]) / 5

    CronTech Support
  5. ivolspike in First Alert, but you can tweak their default to make a bit more robust.