I just want to see if anyone can help with this indicator I would like for the ES.
Relative Volume. I would like a display at the top of my chart that displays "Relative Volume = " [RV]
where RV = the average of the highest 5 out of 6 days cumulative volume readings at each time of the day. I hope I stated that right. Here is an example;
At the start of the 10:01 pm bar I want the indicator to average the highest five out of six previous days cumulative volume for the 10:01pm bar and display it as Relative Volume.
Then at the start of the 10:02 pm bar I want the the indicator to average the highest five out of six previous days cumulative volume for the 10:02pm bar and display it as Relative Volume.
The indicator would run for the entirety of the RTH session.
Does anyone have any idea as to how to start this formula in NinjaScript so I can input this into my custom indicator? Thank you.
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