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Custom Hourly Volume

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    Custom Hourly Volume

    Hello, I search a way to see the average volume of a market at a custom hour. For example what is the average volume of the Dow between 8-9, 9-10 and so on. My idea was to create a session template for every hour. But when I load my market with the custom template, I still see all the other bars of the day. Any idea, what I´m doing wrong? Best regards Volwi

    #2
    Hi Volwi,

    Thanks for the post and welcome to the NinjaTrader forums! You could custom program your own averages here, or work with the session template as you're doing. The session template should not display bars outside of the times indicated, so likely there is a configuration issue on your end.

    The first place I would check is that the time zone selected for the session template matches your computer time zone. If everything looks good with the time zone setting, can you please post a screenshot of your chart and session template definitions so we can look into here.
    Ryan M.NinjaTrader Customer Service

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      #3
      Hi Ryan, here are my screenshots:









      Comment


        #4
        Thanks for the screenshots. I feel your Tuesday - Sunday block is the main item contributing here. To get 1 hour for each day, change the End Day to Tuesday there.

        You may want to reduce chart interval to smaller than 60 minutes as well.
        Last edited by NinjaTrader_RyanM1; 05-22-2012, 12:23 PM.
        Ryan M.NinjaTrader Customer Service

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          #5
          Thank you very much Ryan,
          that was the problem. 10 hours in front of the screen, have probably tired my eyes and my brain.

          Comment


            #6
            Custom Average

            Hello,

            I´m still interested of the average volume between 8:00 to 8.05, 8:05 to 8:10, etc. or 8:00 to 8.15 8:15 to 8.30, etc.

            When I use the session manager for example for all 5 min periods of the day, I have to program 280 session templates. So this way is to much work.

            Therefore I have a question to the phrase in post 2:

            "You could custom program your own averages here".

            Does it mean, that you can program a moving average of every 280 th (in case of 5 min bars) volume bar, when you define a start bar maybe at 8:25 ?
            How can I make this?

            Kind regards
            Volwi

            Comment


              #7
              We have a flexible environment for creating indicators, and can work with standard C# operator % if you wanted to do something every so many bars. For calculating items based on a time range, the following sample can be helpful:
              http://www.ninjatrader.com/support/f...4911#post44911

              I didn't follow exactly what you're looking for. Are you looking for a report where it provides average volume for each of these time ranges, over so many days? What type of chart do you plan on using this on?
              Ryan M.NinjaTrader Customer Service

              Comment


                #8
                Hello Ryan,
                my intension is to look at what time there is volume in a special market, so at what time it is useful to trade and when it is better to stay away. On the first step I´ve done this with the session manager for 24 hourly periods (8:00 - 9:00, 9:00-10:00 etc).

                For example I take a daily chart of the YM over the last 100 days, load my session template 8:00-9:00, load the VOL indicator, load a SMA indicator (period =100) over the VOL indicator. Now , I know, the average volume over the last 100 days between 8:00-9:00 is maybe 200.000.

                The next step would to analyse 48 sessions of a 30 min period (02:00-02:30, etc.), 96 sessions of a 15 min period (04:15-04:30, etc.). Ok, 288 sessions of 5min is perhaps to excessive. And to program 144 session templates isn´t very comfortable. But maybe you know a smarter way?
                Kind regards
                Volwi

                Comment


                  #9
                  I see. Unfortunately we're not able to fully flesh-out your idea and depending on your programming experience, this may be just as tedious to program as setting up the session templates. If you are not a programmer or have limited time, you can always consider contacting one of our 3rd party NinjaScript for custom coding services.
                  http://www.ninjatrader.com/partners#...pt-Consultants
                  Ryan M.NinjaTrader Customer Service

                  Comment


                    #10
                    Unfortunatly with my programming skills it would last much longer to program a indicator as to program the 144 session templates.
                    So I will split the work over several days.
                    However, thank you for your effort.
                    Kind regards
                    Volwi

                    Comment

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