NinjaTrader 8 Indicators and More - Expected Rolling Volume
futures io


Categories Help    

NinjaTrader 8 Indicators and More
Indicators and Files in this section are compatible with NinjaTrader 8


Entries
Expected Rolling Volume 5 *
This indicator compares current rolling volume for a user selected time frame and compares it to an expected volume for a user selected time frame over a user selected n period in days.

The standard settings are set to 10 minute rolling and 10 minute expected with a 13 day lookback period. So, basically the bar plot shows the current continuous rolling 10 minute volume and compares it to the line plot that is an average of every 10 minute time slot over the last 13 days.

You also have and option to exclude user selected days from the lookback period.

I find this works well with range or tick bars, but also works with time based bars.

Uploaded using NinjaTrader 8.0.15.1 64-bit


Category NinjaTrader 8 Indicators and More 
 
Suggest other entries I might like
Details: Expected Rolling Volume
Category: NinjaTrader 8 Indicators and More 


October 30th, 2018
Size: 6.39 KB
Downloaded: 261 times

Keywords: expected relative rolling volume
 


 
Category
 



Copyright © 2021 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada), info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.