Average Volume indicator

[td_910]

Hi,

Does anybody know of an indicator, that displays the volume of the current bar compared to an average volume of that same bar of the last e.g. five days?
There probably will be divergences, if there is a holiday or roll-over.

Thanks

Thomas

[NinjaTrader_PaulH]

Hello td_910,

Thanks for your post.

I am not aware of an existing indicator that would pull and average the volume of a bar at a time over the last n days.

If you wanted to create this yourself, we would suggest using Bars.GetBar(): https://ninjatrader.com/support/help...t8/?getbar.htm which would return the first bar number that matches the date/time specified. Using the bar number you could then subtract that from the current bar to provide a barsago value that you could use in Volume[]. Using a for loop you could increment the day to get bar from each of the previous n days.

[td_910]

Many Thanks!