are there any software systems that track weekly volume? for instance I'd like to find "doji + elevated weekly volume" I'm not familiar with things like Metatrader or Ninja, but maybe somebody knows. None of the public chart sites track weekly volume.
tracking weekly volume
- Thread starter billyjoerob
- Start date
PM me if you want the enterprise version 
Code:
import talib,Quandl
data = Quandl.get(u"GOOG/NYSE_IBM",collapse="weekly")
data['doji']=talib.CDLDOJI(data.Open,data.High,data.Low,data.Close)
results = data[ (data.Volume > data.Volume.describe()['75%'] ) & (data.doji == 100) ]
Open High Low Close Volume doji
Date
2000-10-22 95.12 97.12 94.19 94.75 9354200 100
2001-03-25 93.50 94.99 90.29 93.68 12226800 100
2001-04-01 96.50 97.56 95.14 96.18 9287900 100
2001-04-08 98.00 100.00 96.40 97.95 13339800 100
2001-04-15 96.40 97.50 95.15 96.20 9272200 100
2001-09-23 90.60 93.50 89.50 90.50 18184400 100
2002-01-20 114.25 114.90 112.81 114.25 18178500 100
2002-03-17 106.55 107.45 105.59 106.79 10787200 100
2002-06-09 78.48 78.85 77.00 78.30 9281700 100
2003-02-02 78.35 78.34 77.02 78.20 9744100 100
2003-03-16 78.90 79.48 78.11 79.00 10117700 100
2003-06-22 84.95 85.24 84.69 84.92 12867800 100
2004-04-18 92.30 92.35 91.04 92.28 11118100 100
2007-07-22 114.85 115.86 113.94 114.81 11706300 100
2008-09-07 114.15 115.09 113.17 114.33 8813693 100
2008-10-12 87.41 91.66 83.51 87.75 24640094 100
2009-01-18 84.61 85.74 83.08 84.92 11245580 100
2009-03-15 90.40 90.65 89.29 90.36 9112201 100
2009-04-19 101.18 102.04 99.69 101.27 10218764 100
2009-12-20 127.97 128.39 127.00 127.91 9106601 100
2010-04-18 130.68 132.17 130.25 130.63 9549798 100
2010-05-16 131.06 131.67 129.41 131.19 9920567 100
2012-06-24 193.87 194.88 193.22 193.70 8833353 100