AvgVol(bars [,offset,series]): Calculate the average volume
MedianVol(bars [,offset,series]): Calculate the median volume

These functions calculate average or median volume for a time series. When evaluated in the past, future splits are reversed out to return a point-in-time value. Use median volume with low liquidity stocks to get a better feel for the normal trading volume (large volume spikes affect the average) . The parameters are:

bars: the number of bars used (2-500 for avg, 3-500 for median)
offset: bar offset from the as-of date (use 0-100, defaults to 0)
series: specify alternate time series (see below).

Examples

To screen for stocks whose with an average volume greater than 100,000 shares in the past 10 bars enter

AvgVol(10) > 100000

To screen for stocks with rising volume in the last 10 bars compared to the previous 10 bars enter

AvgVol(10) > AvgVol(10,10)


By default volume functions access the volume time series of the market object in context. Normally the context is the Stock or ETF currently being evaluated or ranked. In specialized Ranking Nodes the context depends on the node type. For example, in an "Industry Node" (used to rank Industries against each other), the industry benchmarks are the default context.

You can override the default behavior by specifying a different time-series. You can do this two ways:

1) by using the GetSeries("ticker/series") function. For example:

GetSeries("IBM")

2) by using one of the predefined constants below

Id	Description	Availability	Freq
#Sector	Stock's Sector	Stocks	Daily
#SubSector	Stock's SubSector	Stocks	Daily
#Industry	Stock's Industry	Stocks	Daily
#SubIndustry	Stock's SubIndustry	Stocks	Daily
#Family	ETF's Family classification	ETFs	Daily
#Country	ETF's Country classification	ETFs	Daily
#AssetClass	ETF's Asset classification	ETFs	Daily
#Region	ETF's Region classification	ETFs	Daily
#Method	ETF's Method classification	ETFs	Daily
#Style	ETF's Style classification	ETFs	Daily
#Size	ETF's Size classification	ETFs	Daily
#ETFSector	ETF's Sector classification	ETFs	Daily