Reply To: Average Daily Traded in $

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

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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:

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