I'm new to TOS, here's what I'm trying to do: 1) Determine the Amihud liquidity measure for any given stock - the average of: past stock return(days -35 to -5, 0 being the current day) divided by volume over those same days. 2)Measure volatility of any given stock - standard deviation of the abnormal daily returns from previous days(Again, -35 to -5). It has to be so specific because the model I made is based on data I didn't collect, which was measured in this way. For the aggregation period I see a function for MONTH and FOURDAYS - I suppose I could subtract those from each other and get close: -30 to -4, but I was hoping to be more accurate. Is there a way to do this? Thanks!