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convert volume to average volume

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    convert volume to average volume

    trading es , 1 minute chart. due to the high volume on the first a few minutes, how can i convert the first 5 minute volume into an fixed average 1 minute volume of previous day. need some basic coding

    #2
    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.
    Patrick H.NinjaTrader Customer Service

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      #3
      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]

      Comment


        #4
        Hello peterhxu7,

        Thank you for the additional information.

        Unfortunately, I do not understand the concept you are going for here. Are you trying to store the first five minutes' volume in a variable and then acquire the average of the volume from those five minutes?
        Patrick H.NinjaTrader Customer Service

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          #5
          i would like to convert the firs t five minute volume on 1 minute chart to a fixed normal volume , that way i can change the high volume from the first 5 minute after the martket opens

          Comment


            #6
            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;
            			}
            Patrick H.NinjaTrader Customer Service

            Comment

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