If I am looking at 5 min chart or if I want to backtest a stock with 5 min bar intervals, then how can I find average volume of last 5 days (not just last 5 bars)? Does following give the average volume for last 5 days on a chart with 5 min bar interval?
(each trading has 6 hours & 15 min of trading. That makes 63 bars of 5 min interval each. 63 x 5 = 315)
Please advise. Thanks!