Plot big transactions on chart

[voltation]

I see that the Time and Sales window can alert a sound for big transactions. Can these big transactions be plotted in a chart?

If it is not possible, is there an indicator or third party that does this? Attaching images as example. Thanks

[NinjaTrader_Manfred]

Hello voltation,

Thank you very much for your post.

The only chart or indicator I am aware of that would be able to filter based on size is the Volumetric Chart. If a size filter is enabled, it would then only show the orders within the chart that fulfill this minimum:





However, filtering the orders and displaying the filtered results should be something that can be accomplished through NinjaScript. While I have not been able to find an existing third-party indicator that does this, I would be happy to reach out to our Engineering Support/NinjaScript or Vendor Support Teams, should you be interested in creating this yourself or having a third party create it on your behalf.

If this is requested, please don't hesitate to let me know!

[WordleIn2]

Why not use the order flow set of indicators? "Order Flow Trade Detector" is probably what you'd like?

[voltation]

Why not use the order flow set of indicators? "Order Flow Trade Detector" is probably what you'd like?

It seems the Order Flow + Trade Detector will inform about volume, regardless of size of each transaction.

[Lancer]

voltation, add Order Flow Trade Detector to your chart, then at Properties > Parameters > Base large volume on, select Block, then set Minimum volume for marker. Opaque circles will appear on your chart indicating trades at the minimum volume and greater. Hover the mouse cursor over a circle to see volume and price.

[voltation]

Hi Manfred, thank you for explaining. About the Time and Sales window. Is there a complete documentation to know exactly what am I looking at? Attaching image of example:



When I use the "Size filter" for example at 50. The window shows a blue "B", does this mean "block" and does this mean that the transaction was "initiated" by one sole trader, or was it grouped. Also what does the colors orange and grean mean exactly.

Thanks!

[NinjaTrader_Manfred]

Hello voltation,

Thank you very much for your reply.

The B would indeed indicate if the last trade size was greater than the "Block alert trade size" that has been set. Furthermore, you may also see an H or L being listed on the list. This would indicate the order was submitted at the day's high or low.

The color, last but not least, would indicate whether this order was submitted at the bid (orange) or ask (green) price.

For further information, please take a look at our HelpGuide linked below:

https://ninjatrader.com/support/helpGuides/nt8/index.html?timeandsales_usingthetimeandsaleswindow.htm#UnderstandingTheLayoutOfTheTimeSalesWindow

Should you have any further questions, please don't hesitate to let me know!