Average volume per hour

DarkPoolTrading · June 14th, 2013, 11:03 AM

Hi all,

Is it possible to determine the average volume for an instrument at certain times of the day?

Currently I just pull up an hourly chart, plot volume at the bottom, and visually look through years worth of charts to get a feel for when the most volume is done.

What would be great is if there was a way to determine per hour of the day, what the average volume is.
eg: 9am-10am: x volume
10am-11am: y volume
etc...

Perhaps there is a ninja script that can print this info to the output window?

Any ideas?

Much appreciated.

June 14th, 2013, 11:09 AM

Look here:

IntradaySeasonality V11 by FatTails

DarkPoolTrading · June 14th, 2013, 11:36 AM

Awesome, thanks.

FatTails and his kickass indicators to the rescue as usual

November 18th, 2014, 01:44 PM

This would be the same as the "average volume per hour", but instead of volume,
it would calculate each bar's (close - open) , with the additional by day of week.
Is this anywhere?

Average volume per hour

Discussion in NinjaTrader

Average volume per hour