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Average volume and range for the last 20 sessions

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[2023-01-24 08:18:47] #1 [Go To First Post]
OriolCasas - Posts: 155
Hello, I want to calculate the average volume and range for the last 20 sessions of certain product. Is there anyway I can do that? Thank you

[2023-01-24 16:25:56] #2 [Go To First Post]
John - SC Support - Posts: 30976
The Average Volume is relatively straightforward. If you want the Daily volume, then open an Daily Chart and add a Moving Average - Simple with a 20 period length based on the Volume. If you want the Intraday Daily volume, then you need to set your Session Times appropriately for the trading day and then add a Moving Average - Simple with a 20 period length based on the volume. If you want the actual Range (not the average daily range) for the last 20 trading days, then the easiest way is to use the Highest High/Lowest Low over N Bars study and set the Length to the number of bars that covers the 20 trading days. If you use the same chart as above for the volume, then the Length would be 20. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

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