are there any software systems that track weekly volume? for instance I'd like to find "doji + elevated weekly volume" I'm not familiar with things like Metatrader or Ninja, but maybe somebody knows. None of the public chart sites track weekly volume.
PM me if you want the enterprise version Code: import talib,Quandl data = Quandl.get(u"GOOG/NYSE_IBM",collapse="weekly") data['doji']=talib.CDLDOJI(data.Open,data.High,data.Low,data.Close) results = data[ (data.Volume > data.Volume.describe()['75%'] ) & (data.doji == 100) ] Open High Low Close Volume doji Date 2000-10-22 95.12 97.12 94.19 94.75 9354200 100 2001-03-25 93.50 94.99 90.29 93.68 12226800 100 2001-04-01 96.50 97.56 95.14 96.18 9287900 100 2001-04-08 98.00 100.00 96.40 97.95 13339800 100 2001-04-15 96.40 97.50 95.15 96.20 9272200 100 2001-09-23 90.60 93.50 89.50 90.50 18184400 100 2002-01-20 114.25 114.90 112.81 114.25 18178500 100 2002-03-17 106.55 107.45 105.59 106.79 10787200 100 2002-06-09 78.48 78.85 77.00 78.30 9281700 100 2003-02-02 78.35 78.34 77.02 78.20 9744100 100 2003-03-16 78.90 79.48 78.11 79.00 10117700 100 2003-06-22 84.95 85.24 84.69 84.92 12867800 100 2004-04-18 92.30 92.35 91.04 92.28 11118100 100 2007-07-22 114.85 115.86 113.94 114.81 11706300 100 2008-09-07 114.15 115.09 113.17 114.33 8813693 100 2008-10-12 87.41 91.66 83.51 87.75 24640094 100 2009-01-18 84.61 85.74 83.08 84.92 11245580 100 2009-03-15 90.40 90.65 89.29 90.36 9112201 100 2009-04-19 101.18 102.04 99.69 101.27 10218764 100 2009-12-20 127.97 128.39 127.00 127.91 9106601 100 2010-04-18 130.68 132.17 130.25 130.63 9549798 100 2010-05-16 131.06 131.67 129.41 131.19 9920567 100 2012-06-24 193.87 194.88 193.22 193.70 8833353 100