average based on time not bars

[ct]

Scenario: I want to collect bar volume counts for a time back (e.g.last 2 hours) not a number of bars back. The only way I can think it might work is to process the vol data series bars in a loop until I get a bar whose bar time is less than Time [0] - 2 hours. I can't just subtract the oldest bar and add the newest as there may not be a one for one correlation or if I am using range or volume bars or the time may include a very slow period where there is not a bar for every bar period or possibly multiple bars..

Solution: Each new bar close I will need to loop thru the Vol data series from most recent bar until I reach a low time bar or bar 0 (right to left). I have it working fine left to right but after 2 hours I have to reset the counts and start over. I don't want an accumulation of 2 hours but a rolling 2 hours plot.

Question: Just checking to make sure there isn't a better way. The logic is simple but it will be a bit of a pig. It was the only way I could see to get the correct desired result no matter the chart time frame.

Hope this makes sense.

[koganam]

Scenario: I want to collect bar volume counts for a time back (e.g.last 2 hours) not a number of bars back. The only way I can think it might work is to process the vol data series bars in a loop until I get a bar whose bar time is less than Time [0] - 2 hours. I can't just subtract the oldest bar and add the newest as there may not be a one for one correlation or if I am using range or volume bars or the time may include a very slow period where there is not a bar for every bar period or possibly multiple bars..

Solution: Each new bar close I will need to loop thru the Vol data series from most recent bar until I reach a low time bar or bar 0 (right to left). I have it working fine left to right but after 2 hours I have to reset the counts and start over. I don't want an accumulation of 2 hours but a rolling 2 hours plot.

Question: Just checking to make sure there isn't a better way. The logic is simple but it will be a bit of a pig. It was the only way I could see to get the correct desired result no matter the chart time frame.

Hope this makes sense.

Take a look at my last post in this thread. It essentially describes how to go about what you want to do.

ref: http://www.ninjatrader.com/support/f...ion#post290792