NinjaTrader 8 Indicators and More - Expected Rolling Volume
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NinjaTrader 8 Indicators and More
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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.

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Category: NinjaTrader 8 Indicators and More 

October 30th, 2018
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Keywords: expected relative rolling volume


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