Time and Sales
Hey Josh,
I have recently become interested in solely locating S/R on the chart/tape. I'm trying to think of some ways to improve the Time & Sales window. Here are a few thoughts:
1. Ability to filter out volume larger than AND less than a given value, right now you can only filter out smaller numbers.
2. Ability to toggle off the time column
3. Ability to tally at-bid / at-ask volume for given time periods (time frame could be a user input or perhaps there could be an option to have T&S linked with a specific graph which would determine the time frame), so the T&S could be linked with a chart window. Column 1 is time, 2 is price, 3 is volume, 4 is the block indicator, then 5 and 6 could be a running tally of at-bid and at-ask volume. So, on a one minute chart, the counter would begin again at zero, this would allow me to easily determine a numerical ratio of bulls/bears in a given bar.
4. Many times the prints will stream down with the same number, perhaps for a large block of the same number, only the first price would print, then all consecutive prints of the same price would only print a volume size. This would allow me to easily see if an iceberg/reserve order is taking place and we're at S/R. However, if prints fill entire window and continue to stream, their would need to be one print at very top of list which would continually show the price that it's streaming at. Make sense?
Tough to explain that.
Just some thoughts, I think they would be of benefit to me, thanks.
Thanks again, happy Memorial day!
Steve
I have recently become interested in solely locating S/R on the chart/tape. I'm trying to think of some ways to improve the Time & Sales window. Here are a few thoughts:
1. Ability to filter out volume larger than AND less than a given value, right now you can only filter out smaller numbers.
2. Ability to toggle off the time column
3. Ability to tally at-bid / at-ask volume for given time periods (time frame could be a user input or perhaps there could be an option to have T&S linked with a specific graph which would determine the time frame), so the T&S could be linked with a chart window. Column 1 is time, 2 is price, 3 is volume, 4 is the block indicator, then 5 and 6 could be a running tally of at-bid and at-ask volume. So, on a one minute chart, the counter would begin again at zero, this would allow me to easily determine a numerical ratio of bulls/bears in a given bar.
4. Many times the prints will stream down with the same number, perhaps for a large block of the same number, only the first price would print, then all consecutive prints of the same price would only print a volume size. This would allow me to easily see if an iceberg/reserve order is taking place and we're at S/R. However, if prints fill entire window and continue to stream, their would need to be one print at very top of list which would continually show the price that it's streaming at. Make sense?
Tough to explain that.Just some thoughts, I think they would be of benefit to me, thanks.
Thanks again, happy Memorial day!
Steve
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