Hi everybody,

I am trying to create a relative volume indicator which would plot a volume bar 
relative to it's moving average by timeframe.

If this is done across all timeframes, then the code would be very simple.. for 
example : 

RelativeVol = V - MA(V,20)

However what I am looking for is to be able to compare the current volume with 
the MA of the equivalent bar of the same time, so for example the Volume of the 
9:30 bar is compared to the moving average of the 9:30 bars of the previous 20 
days.

Is there a straightforward method of coding this?

thanks!
etoke

Reply via email to