Non è possibile per un indicatore conoscere qualcosa di un trading system.

L’unica soluzione è quella di creare un indicatore partendo dal trading system.

Cosa intendi per volume delle attività?

Puoi postare il link?

Eccolo (grazie a @Vonasi):

//Most active Days Of Week, from the original code:
//   Most Active Months
//   By Vonasi (thanks to throwaway200 for the idea)
//   20181211
//
//   https://www.prorealcode.com/prorealtime-indicators/most-active-hours-and-months/
//
//
//defparam calculateonlastbars = 1000

IF OpenDayOfWeek = 0 THEN
D1 = (D1 + (High - Low))
D1Count = (D1Count + 1)
ThisDay = (D1 / D1Count)
IF OpenDayOfWeek <> OpenDayOfWeek[1] THEN
drawvline(barindex) coloured("Red")
ENDIF
ELSIF OpenDayOfWeek = 1 THEN
D2 = (D2 + (High - Low))
D2Count = (D2Count + 1)
ThisDay = (D2 / D2Count)
ELSIF OpenDayOfWeek = 2 THEN
D3 = (D3 + (High - Low))
D3Count = (D3Count + 1)
ThisDay = (D3 / D3Count)
ELSIF OpenDayOfWeek = 3 THEN
D4 = (D4 + (High - Low))
D4Count = (D4Count + 1)
ThisDay = (D4 / D4Count)
ELSIF OpenDayOfWeek = 4 THEN
D5 = (D5 + (High - Low))
D5Count = (D5Count + 1)
ThisDay = (D5 / D5Count)
ELSIF OpenDayOfWeek = 5 THEN
D6 = (D6 + (High - Low))
D6Count = (D6Count + 1)
ThisDay = (D6 / D6Count)
ENDIF

avg = (D1 + D2 + D3 + D4 + D5 + D6)/(D1count + D2count + D3count + D4count + D5count + D6count)

c = 155
if ThisDay > Avg then
c = 255
endif

RETURN ThisDay coloured (100,149,237,c) style(histogram, 2) as "Average Range", avg coloured(0,0,255) style(line,1) as "All Time Average"