Volume relative to previous day at same time
I would like to be able to compare volume on today’s bars with previous days at the same time or the average of last 10 days for the same period.
So this would be like this. I have got 1 hour bar at 7am volume would be compared with the 1 hour volume the previous day at the same 7am time or the average of the last 10 days for the specific 7 am time interval. Then it does this on each bar on the chart 8 am 9 am etc and also if you change time interval to 5 minutes it would compare the 5m volume to previous days 5 min volume at the time.
I am not sure how to pull the data when I am comparing today’s volume with previous days.
Maybe this indicator already exist, it’s essentially relative volume study. I have seen this in some CQG excel worksheets that are on the website.