I am looking for a time based volume indicator for MT4 platform.
Time based in terms of historical volume at specific times in the past relative to the current volume. An example the volume on a 15 minute chart now as compared to the same 15 minute period over the last month or two.
The idea I have is to take the mean of the set of 15 minute historical time frames and then compare the current volume to the historical volume for the 15 minute time frame. The concept is to determine whether the current volume is greater or less than the historical volume during the same time frame.
Any help would be greatly appreciated.