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)
| Id | Description | Availability | Freq |
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| #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 |