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Volume Sum Over Time


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Volume Sum Over Time

  #1 (permalink)
 eminiman414 
New York, NY
 
Experience: Beginner
Platform: NinjaTrader
Trading: NQ
Posts: 16 since Nov 2012
Thanks Given: 3
Thanks Received: 5

Would anyone know how or anyone have the code for a cumulative volume indicator that sums each volume bar based on the periodicity of the chart. For example on a 30 min chart the indicator will plot the volume for the first 30 mins and the second 30mins will start with where the volume ended for the first period. I have tried working with the totalsum code but I have two problems. The first is for whatever reason the total sum over the course of the day does not equal what the volume reads on a daily bar chart and second it sums based on the length of the chart. If it's a 30min 30day chart it will continue to sum over 30 days. I'd like the indicator to start fresh each day. Any thoughts or help would be greatly appreciated.

Secondly, is there a way to make it relative. As in period 1(first 30 mins) compared to the average of period 1 and so on for period 2 (first hour) etc etc.

Any thoughts?

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  #2 (permalink)
mini
LA, CA
 
Posts: 5 since Aug 2019
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Also looking for this indicator.

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