Top volume bars

[ct]

What is the best method to find the top X number of volume bars within the past Y minutes for a time frame ? I can think of several ways but was curious what is the recommend best approach from your point of view. I don't want to create a cpu hog,

I was thinking MRO but wasn't sure if that was best. MAX will tell me the biggest bar but I want for example the 5 biggest bars. MRO is good but the strategy can't use multiple time frames, Preferred I can use multiple time frames but can make it work with just one time frame.

Or just do it the old fashioned way and capture the bars as they are loaded and compare to already saved values.

[NinjaTrader_Bertrand]

ct, are you looking for the bar with the highest volume or for the MIN / MAX values of your volume based chart over a certain lookback?

[ct]

Bertrand

Example The highest 5 volume bars for the current day.

[NinjaTrader_Bertrand]

ct, thanks for clarifying, you would need to custom track those using a list for example - the max and min methods would be useful for the single biggest / smallest value over the lookback only.