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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
2008
WoodyFox
View Download Details
November 14th, 2018 09:26 AM
ninjus
Cheers Woody
Also noticed the toolbar you have on that chart. Where'd you get that?
October 31st, 2018 09:43 PM
delta9100
thank you sir,
October 31st, 2018 05:56 AM
erwinbeckers
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