Support Board

Date/Time: Mon, 29 Apr 2024 11:41:39 +0000

Post From: How to Show Large Market Orders?? large orders that dont fill at one price

[2020-03-26 03:21:42] Link To Thread - Link To Post [Go To First Post]
juicebro - Posts: 17
I have tick data and volume filtering enabled on Numbers Bars. But it only shows values on the chart when a large market order fills at one price. My current settings aren't ideal since large market orders usually execute across several prices, and the split price levels often don't meet my volume filtering requirements individually. I want the Number Bars to show where large market orders were initiated, but I want it to ignore the fill prices so I dont get a bunch of 0s when a large order executes across several prices and fail to meet my filter. What settings or Study should I use to achieve this?