Compare Intraday Volume/Range

[Mabba]

Hello, I am trying to find someway to compare intraday volume and range to past intraday sessions for the same time. eg. The average volume on ES from 9:30-9:35am, then from 9:35-9:40 for the last 'X' number of sessions, etc. Then the same thing for range. Is there an indicator in NT8 that I can use to accomplish this or would I need to try putting something together on my own? Thanks!

[NinjaTrader_Kate]

Hello Mabba,

Thank you for your post.

I'm not aware of any indicators that would do this, and certainly none that are built into the platform, but I would suggest double checking our publicly available User App Share in case you see something I may have missed:

https://ninjatraderecosystem.com/user-app-share/

That being said, you could use DateTime manipulation to get the time of the previous bars you're interested in and calculate those values that way, or accumulate the historical values for those times as the script loads and save those to a series you could then access/display as you wish.

Please let us know if we may be of further assistance to you.

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