How to set up a dataseries of volume of first 5 minutes ?

[randomwalker]

I am wondering if I can setup a dataseries of the volume traded in first 5 minutes everyday such that I can compare those volumes to see, say, if today first 5 minutes volume is bigger than the average volume traded of previous 5 days?

[NinjaTrader_Bertrand]

randomwalker, you could set a dataseries for exmaple for the first bar on the 5 minute chart only and then average those datapoints, however I think it would be easier to just store the first 5 min bar volume from the prior days in a double value and then compare as needed in your code.

[randomwalker]

I tried to code as follows(suppose I have already setup dataseries fbv):

if (Bars.BarsSinceSession == 0){fbv.Set(Volume[0]);}
else {fbv.Set(0);}

However, by coding like above, I think I get dataseries of Volume[0],0,0,....0. Is there any way to only store the first 5 minutes volume for everyday?

[NinjaTrader_Bertrand]

randomwalker, unfortunately not as a value had to be stored for each bar a dataseries is synched to. You could try storing those values in a custom ArrayList for example.

[randomwalker]

randomwalker, unfortunately not as a value had to be stored for each bar a dataseries is synched to. You could try storing those values in a custom ArrayList for example.

I am not familiar with ArrayList. Can you give a example of how to create a custom ArrayList to store values?

[NinjaTrader_Bertrand]

I suggest you check into threads on this more general C# topic here in the forums, since this is unfortunately outside of the scope we can support here - http://www.ninjatrader.com/support/f...ad.php?t=24801

[randomwalker]

[QUOTE=NinjaTrader_Bertrand;169800]randomwalker, you could set a dataseries for exmaple for the first bar on the 5 minute chart only and then average those datapoints, however I think it would be easier to just store the first 5 min bar volume from the prior days in a double value and then compare as needed in your code.[/QUOTE


How to set up a dataseries for first-30-minute-volume? For example, if the whole 30-minute-volume data for two days are 1 2 3 4 5 6 7 8 9 10 11 12 13(for the first day) and 13 12 11 10 9 8 7 6 5 4 3 2 1 (for the second day), and the dataseries I want to set up only stores 1 and 13, 1 is the first-30-minute-volume for the first day and 13 is the first- 30 - minute-volume for the second day.

[NinjaTrader_Ben]

Hello,

I am jumping in here, but maybe I can help.
Set up a DataSeries per this link:

http://www.ninjatrader-support.com/HelpGuideV6/DataSeriesObject.html

Then filter time (Time[0]) to determine when you should record the value in the DataSeries.