Announcement
Collapse
Looking for a User App or Add-On built by the NinjaTrader community?
Visit NinjaTrader EcoSystem and our free User App Share!
Have a question for the NinjaScript developer community? Open a new thread in our NinjaScript File Sharing Discussion Forum!
Have a question for the NinjaScript developer community? Open a new thread in our NinjaScript File Sharing Discussion Forum!
See more
See less
Partner 728x90
Collapse
NinjaTrader
convert volume to average volume
Collapse
X
-
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.
-
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
-
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; }
Comment
Latest Posts
Collapse
Topics | Statistics | Last Post | ||
---|---|---|---|---|
Started by XXtrader, Yesterday, 11:30 PM
|
2 responses
11 views
0 likes
|
Last Post
by XXtrader
Today, 03:07 AM
|
||
Started by Waxavi, Today, 02:10 AM
|
0 responses
6 views
0 likes
|
Last Post
by Waxavi
Today, 02:10 AM
|
||
Started by TradeForge, Today, 02:09 AM
|
0 responses
11 views
0 likes
|
Last Post
by TradeForge
Today, 02:09 AM
|
||
Started by Waxavi, Today, 02:00 AM
|
0 responses
2 views
0 likes
|
Last Post
by Waxavi
Today, 02:00 AM
|
||
Started by elirion, Today, 01:36 AM
|
0 responses
7 views
0 likes
|
Last Post
by elirion
Today, 01:36 AM
|
Comment