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Date/Time: Sun, 21 Apr 2024 21:39:29 +0000



Post From: Average Line on Cumulative Daily Volume Study

[2023-11-30 15:57:57]
connordw - Posts: 39
I want the average to be a function of time of day. So if it's currently 11:30am, the average line should plot the average cumulative volume at 11:30 for each of the last n days. The purpose is to get a sense of, at the current time, where is today's cumulative volume relative to the previous n days cumulative volume at the same time. If I add a moving average, won't it just take the average of the last x amount of values of the cumulative volume line? I'm trying to get a sense of the pace of today's volume relative to the average pace of volume for other days at a given time.