I have a nifty little setting on Market delta where it tells me how much volume got traded for that specific hour relative to the median volume that got traded for that specific hour 10 days back....
For example... 9:30-10:30... median volume traded 20k
10:30-11:30 """"""""""""""""""""""" 15k
and it compares it to the same mount of volume it traded to that exact hour 10 days back.
Is it possible to do this on ninja?
I don't want the average volume that got traded every 30 min or 15 min.... since the vol distribution tends to have a smile pattern, and is not consistent throughout the day. I want to know if volume is high for that exact time period X days back...
Anyone willing to help with this?
Has a indicator been created like this already?