Announcement

Collapse

Looking for a User App or Add-On built by the NinjaTrader community?

Visit NinjaTrader EcoSystem and our free User App Share!

Have a question for the NinjaScript developer community? Open a new thread in our NinjaScript File Sharing Discussion Forum!
See more
See less

Partner 728x90

Collapse

Moving Averages of Data Series based on Volume

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Moving Averages of Data Series based on Volume

    Hi,

    I am interested in computing the EMA of a data series based on volume bars. Using the standard formalism

    EMA(IDataSeries input, int period) [int BarsAgo] bases the calculation on the type of bars running on the chart.

    Is it possible to be running say a 15 min chart, and calculate an EMA based on a dataseries that is based on say 5000V bar data?

    #2
    Originally posted by Zeos6 View Post
    Hi,

    I am interested in computing the EMA of a data series based on volume bars. Using the standard formalism

    EMA(IDataSeries input, int period) [int BarsAgo] bases the calculation on the type of bars running on the chart.

    Is it possible to be running say a 15 min chart, and calculate an EMA based on a dataseries that is based on say 5000V bar data?
    You will need to use a multi timeframe indicator. Just add the Volume bar series as the second bar series and calculate off of it.

    Comment


      #3
      Hello,

      Please also see this link on how to do this.



      -Brett

      Comment


        #4
        Perfect! Thank you very much to both koganam and Brett.

        Comment

        Latest Posts

        Collapse

        Topics Statistics Last Post
        Started by merc410, Today, 03:41 AM
        1 response
        6 views
        0 likes
        Last Post davidoff99  
        Started by sugalt, 04-30-2024, 04:02 AM
        2 responses
        13 views
        0 likes
        Last Post sugalt
        by sugalt
         
        Started by Ndakotan1313, 03-14-2024, 05:02 PM
        2 responses
        60 views
        0 likes
        Last Post blaise_code  
        Started by claxxical, 05-30-2017, 12:30 PM
        37 responses
        4,458 views
        0 likes
        Last Post Padan
        by Padan
         
        Started by SugarDefwebsite, Today, 02:18 AM
        0 responses
        4 views
        0 likes
        Last Post SugarDefwebsite  
        Working...
        X