Create an NT8 indicator in C # based on historical information
This information is:
-a moving average: based on open-close, open-high, open-low, high-low, a cumulative open-close (fixed period, example from 3:30 p.m. to 4 p.m. of each day compare and calculate on historical days / months / years)
- average volumes
- average of historical prices (typical price HLC / 3) * average of historical volumes over 1 day (i.e. an average historical vwap)
-If possible an average detrended (open-close) based on a moving linear regression (I say if possible because I'm not sure how to create the latter, but I have a graphical result that I can show)
- Historical open-close average, to make it a positive percentage, for example 60% of the month of July is positive when calculated over a year historically based on several years => The indicator, must be in a second panel, like an oscillator
So 3 things to remember:
- Average information
- calculated on 1 day (intraday) or week, or monthly, or year, in a timeframe less than these (example if I calculate on 1 day intraday, I can watch the timeframe 5min)
- history (on which to compare information for example over one year)
Additional information :
As for information averages, there are some that are experimental, such as historical vwap.
That said, I neglected to mention the historical open-close average, to make it a positive percentage, for example 60% of the month of July is positive when calculated over one year historically based on several years.