rolling

Here is the actual 3 day rolling pivot range indicator as detailed in Mark Fisher's book The Logical Trader.

Shows rolling volume for 24 hours as exchanges does default settings is for 1m candles Inputs: p = Period : is the number of candle to aggregate to the back, i.e for 1m candle there is 1440 candle in one day for 5m candles as example: 24h * 60 / 5 = 288 so for 5m you have to change input p to be 288 Plots: Red line is total volume white line is per candle...