Reply To: Average Daily Traded in $

Optuma Forums Optuma Scripting Average Daily Traded in $ Reply To: Average Daily Traded in $

#47867
Matthew
Matthew
  • Topics: 3
  • Replies: 67
  • Posts: 70

Hi Luke,

You would wrap a Moving Average function around the Turn Over function then add a check to see if the value is higher than 5 times your position size.

For example if you wanted to check that the 20 Day average of Turn Over is greater than $50,000.00 you would use the following script:

Pin It on Pinterest

Share This

By continuing to use the site, you agree to the use of cookies. more information

The cookie settings on this website are set to "allow cookies" to give you the best browsing experience possible. If you continue to use this website without changing your cookie settings or you click "Accept" below then you are consenting to this.

Close