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I am trying to create an irregular volume scanner on Thinkorswim using Thinkscript. I want to create an array of volume's in past periods so that I can compare them to the current period's volume (using fold or recursion). However, while the Thinkorswim documentation details what is called an IDataHolder datatype, which is an array of data, I cannot find how one can actually create one, as opposed to just referencing the historical data held by Thinkorswim. Here is the documentation: https://tlc.thinkorswim.com/center/reference/thinkScript/Data-Types/IDataHolder

I have tried coding something as simple as this to initialize an array:

def array = [];

This throws an error. I have tried different types of brackets, changing any possible syntax issues, etc.

Is this possible in the Thinkscript language? If not, are there any workarounds? If not even that, is there a third party programming interface that I could use to pull data from Thinkorswim and get a scanner that way? Thanks for any help.

King In The North
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1 Answers1

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IDataHolder represents data such as close, open, volume, etc, that is held across multiple bars or ticks. You can reference one of these pre-defined data series, or you can create your own using variables: def openPlus5cents = open + 0.05, say, would be an IDataHolder type value.

There's no way to create an array in the usual programming sense, as you've found, so you'll have to be a little creative. Perhaps, say, you could do the comparison within the fold? volume[1] > volume, or the like? Maybe post another question with an example of the comparison you're trying to do?

leanne
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