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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
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