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Volume compared to same time/period in the past

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    Volume compared to same time/period in the past

    Hi
    would like to know how to have on my screen the value of the volume of a contract vs the volume in the past at the same time.
    Let's say I'd like to know how the volume now is comparing vs the volume at the same time of the day in average for the last week/month etc etc ….
    thanks

    #2
    I want to make sure that I understand what you're asking for. In the screenshot below, I have a daily chart of the ES 12-18 with the VOL indicator applied:



    From right-to-left, I have a vertical line at Dec 4, Nov 27 (1 week prior), and Nov 6 (4 weeks/1 month prior). You want the volumes of these historical days compared to the current day? If I am misunderstanding, could you clarify further?

    If I do understand, could you go into further detail about how you'd like it to be visualized? Do you have any examples you could provide?

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      #3
      even more granular. let's say now is 9:54am NY and I have xxx Vol for a 5' bar. I'd like to know how does this 5' bar vol compare to the same time (9:54am) yday, or an average of the last week or months.....

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        #4
        I am not aware of a built in feature that would allow for exactly what you'd like, however, this would certainly be possible via custom NinjaScript.

        I also could not locate a similar add-on on our NinjaTrader Ecosystem website, however, I encourage you to look through the free and vendor add-ons to see if any meets you needs.

        Also, if you'd like to take on the challenge of programming this add-on yourself, please contact us via email at PlatformSupport[AT]NinjaTrader[DOT]com so a NinjaScript Technician can assist you.

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          #5
          I don't have time and skills to programme this. This is a common feature in other platforms are we sure it can't be done here?

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            #6
            If you have access to futures.io try this one: https://futures.io/local_links.php?a...27&linkid=1892

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              #7
              will certainly try. thanks!

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