Measuring intra day VOL

Discussion in 'Programming' started by bloomberg1, Sep 11, 2019 at 7:05 PM.

  1. Hello, anyone have experience programming a tool that is capable of just measuring 1/2 hour time frames and calculating the average tru range is for specifically 08:30cst.- 02:00 pm for whichever period of historical days I want to look at , be it two days a week etc ?


    the ATR most packaged studies simply gets skewed because I cant tell it to look at specific hours of the day over "xx' period of days...

    thanks
     
  2. ZBZB

    ZBZB

    Change the session time on the chart and then add the ATR.
     
    bloomberg1 likes this.
  3. Yes ...I can only get session hours...good enough..