I have a query. I would like to extract daily average volume and use it in Ninja script which runs on 3 minute chart. Right now I have added Add(PeriodType.Day,1); as my secondary data series with barsinprogress index as 1.
Following is the code for the initialize() function :
protected override void Initialize() { CalculateOnBarClose = false; stopLossPercent = 0.15; Add(PeriodType.Day,1); Add(PeriodType.Minute,1); [B]averageDailyVolume = SMA(Volumes[1],20);[/B] slowMovingAverage = SMA(Closes[0],slowmovingaverage); maEnvelopes = MAEnvelopes(Closes[0],envelopeoffset,3,envelopemovingaverage); SetStopLoss(CalculationMode.Percent,stopLossPercent); }
Code :
protected override void OnBarUpdate() { if (CurrentBars[1] < 20) return; if(nStatus == 0 && entryFlag == 0) { if(this.checkShortEntry()) { [B]if(averageDailyVolume[1] >= thresholdVolume)[/B] { entryFlag = -1; } } else if(this.checkLongEntry()) { [B]if(averageDailyVolume[1] >= thresholdVolume)[/B] { entryFlag = 1; } } } }
Thanks and Regards,
Vipin
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