Support Board
Date/Time: Sun, 16 Nov 2025 21:41:11 +0000
[User Discussion] - My first attempt for visual representation of Time & Sales
View Count: 181
| [2025-10-26 19:03:57] |
| User293951 - Posts: 21 |
|
Hi! I am trading mostly NQ contracts where the speed of execution is enormous, probably the highest of all futures. It was quite difficult for me to watch the T&S windows, both filtered and unfiltered, and keep up with all that information. So I thought that a visual representation might be a better solution. I have finalized my first attempt to visually represent Time and Sales for NQ contracts. I had tried in the past to build it, in other programs as well, no success. This version seems to be running smoothly and flawlessly. On the main chart I have the classic big orders bubbles and to the right I have built two pairs of bars. 1st window represents the contracts being traded during the last 500 msecs, for both buyers and sellers 2nd window represents the contracts being traded during the last 15secs, for both buyers and sellers, along with the maximum 30sec values (as horizontal bars) So with these two pairs of bars I have a brief idea of the speed and agressiveness of the execution. For the T&S experienced guys, what would you consider to be the most important information, when reading T&S? I am asking because I may try to include this information into the chart(s). I have noticed that filtering NQ contracts does not do any good because the order book has become quite thin and the vast majority of trades being executed account for 1 or 2 contracts for a single transaction. You can have a brief view at the video submitted. Thanks in advance. https://drive.google.com/file/d/1LCd079NLI6mohi_MzEJx0ssk48nAXuMk/view?usp=sharing Date Time Of Last Edit: 2025-10-26 19:07:39
|
| [2025-10-27 08:31:38] |
| cesium932841 - Posts: 170 |
|
Nice bar graphs and nice custom study panel at the bottom
|
| [2025-10-27 10:41:43] |
| User688525 - Posts: 358 |
|
Hi User293951, Thanks for sharing. Although the book is thin, you might consider pulling and stacking, as well as large resting orders appearing/disappearing. For the two pairs of bars, were these created in Sierra Chart with ACSIL? What about the custom study under the TPO profiles? Cheers |
To post a message in this thread, you need to log in with your Sierra Chart account: