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)


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