Average volume and price increasing or decreasing

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

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

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

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


Good promotion strategy @Streak your competitor here

@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…:slight_smile: