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Date/Time: Sat, 04 May 2024 01:35:05 +0000

Post From: Rolling Cumulative Relative Volume Over Last 'n' Bars

[2019-07-01 11:03:15] Link To Thread - Link To Post [Go To First Post]
User462086 - Posts: 188
Hi, before getting started on a new coding project, I thought I'd first check for a native solution. The "Cumulative Volume Ratio" from the "Relative Volume" study gets out of wack when a period earlier in the session was more active than usual. To work around this and to keep better track of activity throughout the session, I'd like to accumulate the volume over a rolling window rather than from the session start. Let's say over the last 60 1-minute bars. The extents of this rolling window would also be used for previous days (of course). Many thanks!! Date Time Of Last Edit: 2019-07-02 15:09:08