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XavPackV3
XavPackV3
This file includes four simple TS based. "
Buys
" are at or above Ask price, "
Sells
" are at or below Bid price.
XavVolumeV3
breaks total volume down into "Buys", "Sells", "Buys" above Ask, "Sells" below Bid, and Total Volume. It also lets you know if there were more buys or sells, and if volume is greater than a set value.
XavVisualTapeV3
helps you see "
Lot
" trades, "
Block
" trades, and all the volume information from
XavVolumeV2
. "
Lot
" trades are
continuous
buys or sells that have the
same time stamp
. From my understanding of TS, "Lot" trades indicate big orders being filled against smaller orders, and "Block" trades indicate big orders being filled against big orders.
XavFilteredTimeAndSalesV2
takes time and sales, groups trades into "Lots", and then filters them by a user defined size (Similar to how the CME used to report trades). It also alerts you when Lot trades are made, and can tell you how many price levels the trade went through. This information is plotted directly on the chart.
XavDeltaVolume
plots Buy/Sell Delta, and Above Ask/Below Bid Delta.
XavVolumeV3:
-A simple TS based volume indicator
-"Buy" Volume - trades at or above ask price (Plotted as positive)
- Above Ask Volume
-"Sell" Volume - trades at or below bid price (Plotted as negative)
-Below Bid Volume
- Total Volume - Buys plus Sells (Plotted as positive)
-
HighVolume
: Volume level that will change the color of the TotalVolume Plot if reached.
XavVisualTapeV3:
-A simple TS based indicator that looks for Buys above Ask, Sells below Bid, "Lot" trades, and "Block" trades
-
BlockSize
: Minimum size for Block trades.
-
ChartDisplay
: Displays above ask volume(black), lot buy volume(green), block buy volume(blue), block sell volume(blue), lot sell volume(red), below bid volume(black), Buy Volume, and Sell Volume around current bar(% of total volume in parentheses).
-
HistoricalPlot
: Keeps the ChartDisplay on all bars, not just current bar.
-
LineWidth
: Width of the PlotBlock and PlotLot lines
-
LotSize
: Minimum "Lot" trade size.
-
PercentMode
: Plots all values in indicator panel as a % of total volume
-
PlotBlocks
: Plots small horizontal lines where block trades occur.
-
PlotLots
: Plots small horizontal lines where lot trades occur.
-
PlotOffset
: Offset multiplier for ChartDisplay based on ATR(14).
-
Sound Alerts
: Plays selected sound file when a Lot trade, or Block trade occurs.
-
BigLotSize
: Minimum size for a bigger lot trade. Plots triangles where these trades occur
XavFilteredTimeAndSalesV2
-This indicator takes time and sales, groups similar trades("Lots"), and filters them.(Similar to how the CME used to report trades)
-Output is plotted directly on chart
-
FilterSize
: The minimum size "Lots" you want to display
-
TradeRows
: Number of rows to display
-
LotSizes
: Different levels for trade sizes that will make the trade bold, change the color, and play sound alert.
-
FontSize
: Font Size
-
Precision
: Decimal precision of price
-
PriceLevels
: If set to true, it will plot a "*" for each price level crossed by the trade.
-Colors and Sound Alerts are customizable
***New algorithm for grouping trades fixed the lag issue, and more accurately spots bigger trades. I changed the algorithm because I found out NT removes millisecond information from timestamps***
XavDeltaVolume
-Plots Buy/Sell Delta and AboveAsk/BelowBid Delta
***Some Lot and Block trades will be missed if you do not use time based charts(Range, Renko, Volume,... etc)***
***Set your right margin to around 250***
Please feel free to improve these indicators if there is anything you would like to add to them. I started a thread called XavPack Discussion were anyone can post comments or improvements.
Enjoy
Version Changes:
6/29/2012 -
XavPackV1
: Changed lot and block plots from dots and diamonds to horizontal lines.
6/30/2012 - Added color options. Added sound alerts. Added line levels.
7/1/2012 -
XavPackV2
: Added more options. Changed ChartDisplay features.
7/4/2012 -
XavPackV2a
: Added XavFilteredTimeAndSales to XavPack and a few minor code changes.
7/14/2012 -
XavPackV3
: XavVolumeV3- added HighVolume, added line levels, code cleaned up. XavVisualTapeV3 - Added PlotOffset, higher values on ChartDisplay are highlighted, cleaned up code, changed grouping algorithm. XavFilteredTimeAndSalesV2 - Changed algorithm, added sound alerts, added size levels, added price levels, cleaned up code, added font size. Added XavDeltaVolume to XavPack.
Category
The Elite Circle
Details:
XavPackV3
Category:
The Elite Circle
July 15th, 2012
Size: 17.25 KB
1205
Xav1029
Comments/ratings
jmont1
July 4th, 2012 01:04 PM
File is still named v1 is that the correct download or is there a V2? Thanks for the Indies!
jmont1
July 9th, 2012 06:38 PM
XAV, Did the version # matter?
Also, di you have sound alert files that match the names in the indicators?
sambar
July 11th, 2012 10:35 AM
great work
asher
July 13th, 2012 11:20 AM
No Comment
Mindset
July 27th, 2012 05:08 AM
Nice work
dee50
August 28th, 2012 12:54 PM
Thank you. What would we do without you guys who understand gibberish.
nyguy2005
November 22nd, 2012 09:53 PM
Really nice work. Thanks for sharing!
Bobi
June 9th, 2013 11:11 AM
Thank you.
Jonson
September 26th, 2013 12:15 PM
thanks to you!
ghl123
October 14th, 2013 11:21 AM
No Comment
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