MultiCharts: Trading Software for Automated Trading and Backtesting

Hi ,

I want to create a turnover variable (defined as Close Price * Volume) and save the data as an array.
Then from that array i would like to be able to calculate average values, for example what is the average turnover over the past month, or 10 weeks etc.

Any ideas on how i can create something like this most welcome!

Do you need an array?

If you want to know the average, then just calculate the moving average of the "Turnover".

Hi TJ,

thanks for your quick reply!

So how could i do that?

assume i define Turnover as follows:

vars: Turnover(0)

Turnover = C * Volume

How can i then calculate the moving average of the past 10 weeks of the above variable?

What is your chart resolution?

I am looking at a daily chart at the moment

Try this:

input:
TOMA.Length( 50 ); // 50 days approx 10 weeks

vars:
Turnover( 0 ),
TOMA( 0 ); // Turnover moving average

Turnover = C * Volume ;
TOMA = Average( Turnover , TOMA.length );

ps. see post #1 & post #2 on how to post codes
viewtopic.php?t=11713

Thank you for the above!