Symbols with Volumes of last six candles less than Moving Average

Streak - backtesting
1

Hi All,

I was trying to filter symbols having traded volume for last six candles less than average volume.
I tried period minimum but it only gives one value.

Thanks in advance

2

@Streak Can you.

3

What is the average period you are comparing with?

Also, which value are you referring to?

4

Hi Krishnendu,

I will try to explain it in detail,
lets say the traded volume of last six candles is 1,2,3,4,5,6 (hypothetical) from today
For same 6 candles, moving average with field as volume, period 20 and type as simple is
3,4,5,6,7,8.

So i want to identify symbols satisfying this condition

5

Based on the info you shared you can do this.

Volume(0) lower than Moving Average (Volume,20,0) or
Volume(1) lower than Moving Average (Volume,20,1) or
Volume(2) lower than Moving Average (Volume,20,2) or
Volume(3) lower than Moving Average (Volume,20,3) or
Volume(4) lower than Moving Average (Volume,20,4) or
Volume(5) lower than Moving Average (Volume,20,5) or

If this does not match your condition, you can write to [email protected] and someone from the team will contact you regarding your requirement.