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Hey there! I have some fairly crude code, but it gets me what I want. I can grab the volume of the first 20 minutes with this, and it will show up on my label. However, when I try to scan using the plot in my study and set it to search for > 20, it seems to return very random results. I cannot figure out why. When I do this: CF_OpenVolume().”OpenVol” is greater than or equal to 20
Any thoughts where I am going wrong?
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The problem is that your code is referencing the daily time frame. This is known as a "secondary aggregation period". These are not supported in Study Filters on Thinkorswim. This code cannot be used as a scan for anything except the daily time frame. You will need to re-write the code so that is works without the secondary aggregation periods. What does the secondary aggregation period look like in your code?
There is no simple solution to fix this. Meaning that in order to fix this would take far longer than the brief 15 minutes I permit for free solutions in the Q&A Forum. Marked as spam
 Posted by Pete Hahn (Questions: 37, Answers: 4087) Answered on December 28, 2020 9:02 am
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