I would like to have some way of averaging this cycle out - so a formula would need to reference the average volume at each particular hour for say the last 2 weeks and then normalize or 'correct' this to '0' volume for every hour. Then I will know whether the current volumes I am seeing are less or more than what is normal, and by what percentage.
The other thing I would like to do is exclude the last 6 hours of trading on Friday or Saturday (end of the week) and the first 6 hours on Sunday/Monday (start of the week) as these times are particularly quiet and will cause the average to be skewed down....
I kind of know what I want done but I have no idea how to go about trying to reference particular hours in Ninja script.
Another thing I have noted in Ninja Trader is that there seems to be a maximum volume of 2.147 billion. Anything above that reads the same number. Is there some way this can be corrected?
Thanks in advance...
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