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GIST: example of "Amount Integral Considering Non‐Trading Time“
megashare edited this page Aug 31, 2023
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2 revisions
//@version=5
indicator("Amount Integral Considering Non-Trading Time", shorttitle="AICT", overlay=true)
period = '15'
// 获取价格和交易量
price = request.security("HKEX:700", period, close)
vol = request.security("HKEX:700", period, volume)
amt = vol * price
// 获取每根K线的时间戳
current_time = request.security("HKEX:700", period, time)
// 从当前时间开始,向前遍历,直到累积时间达到hr小时
sumOverHours(hr) =>
sumVolume = 0.0
sumTime = 0
sumAmount = 0.0
i = 0
while sumTime < hr * 3600 and i < 4320
sumTime := sumTime + nz(current_time[i] - current_time[i+1])
//sumVolume := sumVolume + nz(vol[i])
sumAmount := sumAmount + nz(amt[i])
i := i + 1
//sumVolume
sumAmount
plot(sumOverHours(72)/72, color=color.blue)