For our own trading uses, we created a custom indicator which computes an average of the last x bars where the time was the same as the current bar. In otherwords, at 10:00 am, it averages the last x 10:00 am bars. Other users may want this indicator, so we are making it available to everyone.
To download click here and save the two files (.tpl and .dll) into the NeuroShell Trader’s Template folder. Then after restarting NeuroShell, insert the new indicator, called Timavg, from the Custom Indicators category. The avgsize parameter will be x, the number of previous bars in the average.
Note that you can compute the sum of the last x bars by just multiplying the output of this indicator by x.
If you are interested in the C source code for this indicator, click here to download it.