Search mixt of time & sale and level 2 indicator

February 9th, 2013, 01:01 PM

I search an indicator who can give me the total of volume per hours and day total result,total contrat, total buyer,total seller, to be like a mixt of level 2 and times & sales indicator. With that indicator we can see who s is control and who is coming in real time , who s control in short times...somebody can help me

February 9th, 2013, 03:39 PM

abourgeois

I search an indicator who can give me the total of volume per hours and day total result,total contrat, total buyer,total seller, to be like a mixt of level 2 and times & sales indicator. With that indicator we can see who s is control and who is coming in real time , who s control in short times...somebody can help me

Use attachment search, top right in search bar:
https://nexusfi.com/search/attachments/

Keyword: relative

@Fat Tails probably has a newer version of his relative volume as well.

As for buyers and sellers, you are probably talking about something like Cumulative Delta:

Cumulative Delta Volume Trading

I am no expert in CDV, but as I learn more about it I wanted to start a thread to discuss trade ideas. If you see me making mistakes in my analysis, by all means let me know.

Some basics:

CDV = Cumulative Delta Volume

Cumulative meaning growing or …

Or Aggregated Time & Sales:

Aggregated Time&Sales

Here is a little indicator aggregating trades to approximate the original market orders that triggered these trades.
It can be downloaded from
(

I had the luck to get lots of code snippets and ideas from rounder8 and Xav1029, so thanks and credit …

Mike

Search mixt of time & sale and level 2 indicator

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Search mixt of time & sale and level 2 indicator