SMA of Volume

[alabell]

I think I asked this question once before but i have searched and I can not find it.

Assume I have a strategy that is daytrading a single day's information based on tick price and tick volume.

I want to add some "constants" to my strategy.

For example, I use a Pivot Point number or two, certain medium term highs/lows, and a couple of moving averages.


Is there a simple way, at the beginning of each trading session, for me to calculate a 10 day, 30 day, 60 day and 90 day SMA Volume? Whenever I load my day bars (index 1) as follows:

Volumes[1][0] or Volumes [1] [1] etc...

into the following:

double avgVolume = SMA (Volumes[1][0], 30) [0];

I generate the error that my IData series can not be forced into a double in this manner (is more or less what it says).


Also, I am not sure that I have enough day bars loaded to support these calcs, and I am not sure that I want to for performance reasons.

Thanks in advance for any advice,

Andrew

[NinjaTrader_Matthew]

You can use the VOL() method with the added series and then nest this inside of the SMA()

double avgVolume = SMA(VOL(BarsArray[1]), 30)[0];

You can also just use the Volume Moving Average (VOLMA):

http://www.ninjatrader.com/support/helpGuides/nt7/volume_moving_average_volma.htm