What is the best way to do it? Can I create one indicator with different time frames? should I create two different indicators: one for tick volume and another for 5 minutes trailing average volume, and combine them on trategy level?
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Market activity indicator
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Market activity indicator
I am developing a indicator to measure instantenous market activity. To do so, I need to compare tick volume with some historic average for the last X days. Supposing now it is 11:03, I might use the last 20 days average volume for 11:00 to 11:05 , divide it by 300 (the numbers of seconds in 5 minutes) and than compare it with tick volume.
What is the best way to do it? Can I create one indicator with different time frames? should I create two different indicators: one for tick volume and another for 5 minutes trailing average volume, and combine them on trategy level?Tags: None
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I ve followed your intractions (link) and download the SampleCustonEvents samples. However when importing it to NT the system says SMA must replace existing SMA indicator and when I overwrite it all strategies begin to present problem.
Is there any new sample to download? I need to build my own book.
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