I'm going to hijack for a moment if folks don't mind:
I am making a simple voume indicator;
one data series tracks the voume throughout the day by expected percentage. The values basicaly break up the US equity trading session into 390 one minute bars, each with a % volume expected and store them in a hash table. This can be plotted on a graph so that at 4 PM it reaches 100% of the day's volume. It is not equity specific....it is a proxy for what a given stock "should" do on a ho-hum day.
Now an example of my question:
At noon I want to see if MSFT has traded more or less than usual, so I take the noon expected volume % which is, let's say, 50%.
I multiple it by the 10 day average volume for MSFT. i then subtract MSFT's actual volume traded at noon that day. If the result is positive, MSFT is trading below day average expected. If negative it is trading more than expected.
The calculation of the 10day SMA of the volume is easy and works fine on its own, but is there a way for me to utilize the variable within my one minute expected volume % indicator? it is a static number which remains unchanged all day, so it can be considered a "constant" in a real world setting, but it does average ten previously recorded "day bars" of volume, so im wondering if this presents a problem.
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