What I’m looking for is the accumulated volume of each wave of the zigzag.
Hence if the first zig wave is up and it’s 24 bars in duration across 80 ticks and the zag wave down is 15 bars in duration across 40 ticks I’d like to be able to see the accumulated comparison in the volume of the two wave based on the two zig zag wave deviations as it accumulates.
I used this with Tradestation and found it very beneficial for identifying good and bad break-outs, trend and counter trend opportunities by comparing the accumulated volume of each wave (or zig zag).
However since switching to Ninjatrader I have not been able to find an indicator that does similar.
Any assistance is greatly appreciated.
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