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vvAggregatedTS 5 *
This indicator aggregates trades to approximate the original market orders that triggered these trades.

Columns:
1 Time (cutting off hours for easier visibility)
2 Size of the print
3 Price
4 # of penetrated price levels
5 Ticks
6 Dominant Limit

Special thanks go to (alphabetical order): Big Mike, ktrader, rounder8, Xav1029 and Zondor

Thread with detailed description and discussion is here:
https://futures.io/elite-circle/22235-aggregated-time-sales.html


Current version: 6.3

Changelog:
(earlier changes can be found in post #1 in the thread)

April 16 2013: v5.8
Important Bug Fix: fixed rounding error that pretty much messed up everything, please ALL update to this version!
v5.9
Apparently v5.8 did not fix the issue, hence this update.

May 5 2013: v6.0
Fixed a bug that could result in large trace files.

June 10 2013: v6.1
Improved window position handling. Now has 5 modes:
Auto: Default location and size
Manual: location and size are set manually
DockRight: Docks to the right of the parent chart
DockLeft: Docks to the left of the parent chart
RememberPosition: this will remember position and size

Feb 07 2014: v6.2
Added option to show the Dominant Limit or Largest Limit in a print, setting for this is: Parameters-->#12
v6.3 Fixde a bug in the RememberPosition function.

vvhg


Category The Elite Circle 
 
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Details: vvAggregatedTS
Category: The Elite Circle 


February 7th, 2014
Size: 29.17 KB
Comments/ratings
5 * sharmas August 13th, 2012 05:19 AM
Excellent stuff...Saw it in action tonight and loved it.
Thank you for sharing
5 * dee50 August 14th, 2012 06:57 AM
Thanks, much better than the NT T&S. New to tape reading, this makes it easier.
5 * sman73 August 14th, 2012 08:18 AM
great tool! thanks for making the font changes too.. much more readable for me
5 * franjah64 August 16th, 2012 09:03 AM
thannks,
5 * Jonson August 17th, 2012 02:52 AM
hey
thanks, i like it!
5 * fkinvest August 17th, 2012 08:50 AM
awesome tool and great that it is getting better and better by every updates )
5 * ValLiant August 17th, 2012 08:07 PM
many thanks! great work
5 * YJ78 August 20th, 2012 04:40 AM
Many thanks! Awesome tool!
4 * rickr August 22nd, 2012 11:01 AM
Thx
5 * flipper26 August 26th, 2012 07:30 PM
Very nice tool. Thanks for sharing.

 
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