Returns the percentage that the trade represents compared to the liquidity for the stock. The trade amount is #shares * last close. The liquidity is the average for the specified bars of price * volume.

BUY Examples:

To avoid buying a stock if the trade would exceed 5% of the 20 day liquidity enter this Buy restriction:

PctAvgDailyTot(20) < 5 SELL Examples:

To sell half the position if the whole position represents more than 10% of the 20 day liquidity enter this Sell rule:

Eval( PctAvgDailyTot(20) > 10 , 0.5 , 0)