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vvAggregatedTS

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://nexusfi.com/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

Details: vvAggregatedTS
Category: The Elite Circle

February 7th, 2014
Size: 29.17 KB

Comments/ratings

sharmas August 13th, 2012 05:19 AM

Excellent stuff...Saw it in action tonight and loved it.
Thank you for sharing

dee50 August 14th, 2012 06:57 AM

Thanks, much better than the NT T&S. New to tape reading, this makes it easier.

sman73 August 14th, 2012 08:18 AM

great tool! thanks for making the font changes too.. much more readable for me

franjah64 August 16th, 2012 09:03 AM

thannks,

Jonson August 17th, 2012 02:52 AM

hey
thanks, i like it!

fkinvest August 17th, 2012 08:50 AM

awesome tool and great that it is getting better and better by every updates

)

ValLiant August 17th, 2012 08:07 PM

many thanks! great work

YJ78 August 20th, 2012 04:40 AM

Many thanks! Awesome tool!

rickr August 22nd, 2012 11:01 AM

Thx

flipper26 August 26th, 2012 07:30 PM

Very nice tool. Thanks for sharing.

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