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Searching for entries matching relative, looking in keywords for any words
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Expected Rolling Volume

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

Details: Expected Rolling Volume
Category: NinjaTrader 8 Indicators and More

October 30th, 2018
Size: 6.39 KB
Downloaded: 312 times

Keywords: expected relative rolling volume

JTRelativeVolume

Relative Volume aka CSI (Cumulative Sheep Index)

I have had this indicator converted from NT7 for use on NT8

This indicator shows volume at the time of day relative to the prior n days. This is very useful in terms of identifying when volume is picking up or slowing down. The absolute value is not as important as whether it is rising or falling. As participation changes, the price action changes too. Probably one of the best ways to analyze volume/participation in the markets.

Tried and tested on NT8 8.0.0.12 64-bit (Standard) - BETA

Category NinjaTrader 8 Indicators and More

Details: JTRelativeVolume
Category: NinjaTrader 8 Indicators and More

July 28th, 2016
Size: 1.71 KB
Downloaded: 1243 times

Keywords: relative volume