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Search: Posts Made By: Zondor

Forum: NinjaTrader

July 16th, 2010, 12:01 PM

Replies: 8

Block-trade visualisation in a chart

Views: 9,828

Posted By Zondor

Buy Sell Volume Studies Filterable by Trade Size

The Buy/Sell Volume G39 indicator can be set up to show buy sell volume, delta, delta momentum, etc for block trades only by adjusting two Parameters.

They are called, oddly enough:

"The...

Forum: NinjaTrader

July 14th, 2010, 08:00 AM

Replies: 8

Block-trade visualisation in a chart

Views: 9,828

Posted By Zondor

Trade Size Analysis

This can be done using the GomRecorder.

For each GomOnMarketData event, compare the volume to the block size. If the volume is greater than or equal to the block size, read the TickType to...

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