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Help with Bar Index on an intraday chart

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  • Help with Bar Index on an intraday chart

    Hi,

    I am trying to building an indicator that calculates the 50 day Simple Moving Average of the intraday volume. For example, I want to calculate the MA if volume for the first 5 min of trade (that is 9:35AM) in the past 50 days. Then I want to compare the volume at 9:35AM (first 5 min of trade) with the moving average and calculate the Volume Buzz.

    I am not sure how I can extract the volume tied to a specific time of the day for the past 50 days so I can calculate the MA.

    Can you someone shed some light?

    Thank you,
    Mehdi
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