vvAggregatedTS - futures io
futures io futures trading



vvAggregatedTS


Discussion in NinjaTrader

Updated by Big Mike
    1. trending_up 1,543 views
    2. thumb_up 0 thanks given
    3. group 1 followers
    1. forum 1 replies
    2. attach_file 0 attachments




Welcome to futures io: the largest futures trading community on the planet, with well over 100,000 members
  • Genuine reviews from real traders, not fake reviews from stealth vendors
  • Quality education from leading professional traders
  • We are a friendly, helpful, and positive community
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts
  • We are here to help, just let us know what you need
You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

(If you already have an account, login at the top of the page)

Closed Thread
 
Thread Tools Search this Thread
 

vvAggregatedTS

  #1 (permalink)
east northport new york united states
 
 
Posts: 1 since Dec 2015
Thanks: 0 given, 0 received

vvAggregatedTS

Hello,

In the vvAggregatedTS indicator popular here, there is a setting called "aggregation method" and the options are "DOM" , "BidAsk" and "Time". Could someone explain to me the differences between these 3 aggregation method? I suppose time is based on the amount of time in between the trades... but I can't figure out the other two and how the aggregation can be done through the DOM (depth of market)??

And secondly, how is vvAggregatedTS different from Reconstructed Tape as offered by Jigsaw Trading and many other vendors? Or is it the same thing?

And thirdly, what is the difference between 'lot' and 'block' in the settings?

Thank you!


Last edited by jhjun798; March 1st, 2016 at 06:42 PM.

Can you help answer these questions
from other members on futures io?
Convert NinjaTrader NT7 indicator to Tradestation EasyLanguage and RADARSCREEN
Platforms and Indicators
Issue meeting order entry conditions
Elite Automated NinjaTrader Trading
Last 5 minutes Label
ThinkOrSwim
Moving average with Lag reduction
NinjaTrader
Linux?
ThinkOrSwim
 
Best Threads (Most Thanked)
in the last 7 days on futures io
Spoo-nalysis ES e-mini futures S&P 500
263 thanks
What is your single biggest weakness?
51 thanks
Want your NinjaTrader indicator created, free?
44 thanks
VWAP for stock index futures trading?
39 thanks
Is Amp at risk of going under?
38 thanks
 
  #2 (permalink)
Site Administrator
Manta, Ecuador
 
Experience: Advanced
Platform: My own custom solution
Trading: Emini Futures
 
Big Mike's Avatar
 
Posts: 48,724 since Jun 2009
Thanks: 31,458 given, 93,987 received

Use the existing Elite thread, and this indicator is for Elite Members only. Did you steal it?

Mike

We're here to help -- just ask

For the best trading education, watch our webinars
Searching for trading reviews? Review this list

Follow us on Twitter, YouTube, and Facebook

Support our community as an Elite Member:
https://futures.io/elite/
Follow me on Twitter Visit my Facebook Visit my futures io Trade Journal

Closed Thread


futures io Trading Community Platforms and Indicators NinjaTrader > vvAggregatedTS




Upcoming Webinars and Events
 

Understanding Order Flow Stops Runs & Icebergs w/Bookmap

May 28
     



Copyright © 2020 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts