I am interested in indies that have a minimal impact on the chart. I am thinking of something similar to Fat Tail's range data display as per his Volatility Bands indicator. I would prefer some enhanced display parameters though. Perhaps the flexibility to choose any corner and specify a horizontal and vertical offset as well as font size and color.
That said, what I wish for is a measurement of volume using various parameters. For example: volume per running x period or x ticks (i.e. not bar specific) , volume filter above or below a threshold order size, volume speed with selectable time parameter (i.e. contracts per x seconds, minutes, or ticks), average volume n bars back for at least two look back periods, current bar volume with option to express as a percentage of one of the average volumes for those that don't want to plot volume, and finally, volume acceleration incorporating a threshold trigger with visual and/or audible alert. Also this indie must work independent of chart period or type.
For personal reasons I would want the indicator for Ninjatrader. I am not a programmer and at this late stage I can safely say I never will be. Have no expectations here; just musing.