Volume percentage?

[ezrollin]

How would I search in my strategy for when Volume is less than a certain percentage of its typical average over a period of time? thanks

Volume[0] < (MAX(14)[0] * 0.2 ?

[ezrollin]

I was using the volume found in the price list, not the one found in the indicator list btw

[NinjaTrader_ChelseaB]

Hello ezrollin,

You could call the SMA if you want an average of the volume.

SMA(Volume, 14)[0]

Or you could calculate this yourself.

long aggregatedVolume = 0;

for (int i = 0; i < 14; ++i)
aggregatedVolume += Volume[i];

Print(aggregatedVolume / 14);

[ezrollin]

Thank you but I'm trying to do it in builder. Is that possible? I'm good at builder but I cant figure it out. Maybe I can use one of the volume indicators I have? thanks

[NinjaTrader_ChelseaB]

Hello ezrollin,

In the Strategy Builder you could use the SMA with the Volume as the Input series.

Math is only available to Series with the offset. The issue trying to aggregate the volume and divide by number of bars would be aggregating only the last 14 bars.

Something like this would likely need to be done by hand in an unlocked script.