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Investment Strategies / Mechanical Investing❤
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Author: Aussi ✭  😊 😞
Number: of 3959 
Subject: GTR1 Question: Volume
Date: 01/23/2023 8:45 PM
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I have looked through GTR1 for Dummies and cannot find how to calculate the difference between yesterday's volume for a stock compared to today's volume. Suggestions would be welcomed. I could not get gvol to work.

Also, is there a way to find all the available mathematical operators, fields and field functions?

Thanks

Craig
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Author: lizgdal ✶  😊 😞
Number: of 3959 
Subject: Re: GTR1 Question: Volume
Date: 01/24/2023 11:56 AM
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Maybe try agv(average G volume), but only in a ratio, for example

VolRat: ratio(agv(1,10),agv(1,63))

Do not use minus with agv (G volume is not the same as volume). Instead use adv (average dollar volume):

DolvolRise: minus(adv(1,1),adv(2,1))

The GTR1 Glossary describes functions and fields:
http://web.archive.org/web/20180831191405/http://m...
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Author: JohnIII ✭  😊 😞
Number: of 3959 
Subject: Re: GTR1 Question: Volume
Date: 01/24/2023 7:41 PM
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This spreadsheet of "useful field definitions" was shared w/ me recently, in case it helps:

http://www.datahelper.com/mi/search.phtml?nofool=y...
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Author: Aussi ✭  😊 😞
Number: of 3959 
Subject: Re: GTR1 Question: Volume
Date: 01/24/2023 8:10 PM
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lizgdal

Thanks for the codes. Interestingly, minus(adv(1,1),adv(2,1) matches the Yahoo provided volume for Jan 23 and earlier. For Jan 24, I checked a few symbols and the GTR value is less than the Yahoo values. I guess there is some variation after the close and the results end up merging with 24 hours.

John III, thanks for pointing out the information. Very helpful.

Craig

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Author: Aussi ✭  😊 😞
Number: of 3959 
Subject: Re: GTR1 Question: Volume
Date: 01/25/2023 3:44 PM
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Thanks for the codes. Interestingly, minus(adv(1,1),adv(2,1) matches the Yahoo provided volume for Jan 23 and earlier. For Jan 24, I checked a few symbols and the GTR value is less than the Yahoo values. I guess there is some variation after the close and the results end up merging with 24 hours.

As a follow-up, GTR1 and Yahoo now agree on volume for 1/24. The number in GTR1 changed to match the Yahoo number I saw yesterday.

Craig
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