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convert volume to average volume
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Hello peterhxu7,
Thank you for your post.
Are you looking for a comparison of the first five minutes' volume today against yesterday's first five minutes' volume?
A basic volume average can be calculated with SMA, for example: SMA(Volume, 14)[0]. This would give you the 14 period moving average of the volume.
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not really. i would like to set first 5 minute volume from 9:31am to 9:35am to SMA(Volume, 14)[0]
something like
VOL()[0] at 9:31 = SMA(Volume, 14)[0]
VOL()[0] at 9:32 = SMA(Volume, 14)[0]
VOL()[0] at 9:33 = SMA(Volume, 14)[0]
VOL()[0] at 9:34 = SMA(Volume, 14)[0]
VOL()[0] at 9:35 = SMA(Volume, 14)[0]
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Hello peterhxu7,
Thank you for your response.
I do not beleive I fully understand but I am going to try an example here, let me know if this it what you meant.
We will take the first five minute volumes, store them in individual doubles and then average those values:
Code:if(Bars.BarsSinceSession == 5) { vol1 = Volume[4]; vol2 = Volume[3]; vol3 = Volume[2]; vol4 = Volume[1]; vol5 = Volume[0]; avgVol = (vol1 + vol2 + vol3 + vol4 +vol5)/5; }
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