Average volume and price increasing or decreasing

tradingmachine · February 11, 2018, 7:57am

Hi ,

Is there any metric that shows the average volume over last n minutes and also present candles volume.

for example : one of the condition for my algo is : previous candle volume > average volume of n mins

maddy_Des · February 11, 2018, 9:27am

You can apply a study titled moving average.
In the options see close and change it to volume. Apply.
Reply

Pankul_Tiwari · January 21, 2019, 8:59pm

Did you mean this:
volume> mean(volume,10)

Just did it in Kuants on 1.5 years of historical data.

p699 · January 22, 2019, 6:53am

vikas1989 · January 22, 2019, 6:54am

Good promotion strategy @Streak your competitor here

Pankul_Tiwari · January 22, 2019, 9:03am

@vikas1989 kuants is a very small company run by 2 guys…no competition to streak’s zerodha backing, their amazing team and crores of funding. :).

But yes, Kuants is the only Indian company that is recognized by quantpedia, so it does mean something for people who are hardcore algo trading fans…