Support Board
Date/Time: Thu, 16 Oct 2025 01:17:22 +0000
Post From: Large Volume Trade Indicator Is Limited?
| [2025-10-15 05:27:09] |
| User879463 - Posts: 2 |
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The current Large Volume Trade Indicator (LVTI) is limited to detecting individual contract sizes above a threshold. This fails to capture institutional "iceberg" or algorithm-sliced orders, where a large quantity of volume is executed in many small trades over a very short period. Goal: Signal when the total Ask Volume OR total Bid Volume exceeds 30 contracts within a period of 500 milliseconds (0.5 seconds). Example Failure: If a 50-lot institutional order is sliced into five 10-lot trades over 300ms, the LVTI misses the signal entirely. Attempts to Use Existing Studies (Failed Workarounds) I have tried the standard methods, but they fail due to calculation or drawing limitations: VAPTA V2 on 500ms Chart: Successfully aggregates volume per 0.5 second bar. However, the study does not provide the signal density required, as its internal filters suppress too many valid signals compared to simple Bid/Ask volume (this may be due to complex internal minimum volume/range filters). Overlay on 1 Minute Chart: Using the Study/Price Overlay to transfer the signal from the 500ms VAPTA V2 onto a 1 Minute chart fails visually. The overlay can only transfer a single price coordinate per 1 Minute bar, making the signal appear sparse or absent, even though the 500ms chart confirms many signals fired. Feature Request (The Required Solution) Please consider adding a new indicator or enhancing the VAPTA V2 to include the following specific functionality, which addresses the multi-timeframe visualization issue: Rolling Time Aggregation Input: A configurable input (e.g., 500 ms or 1 second) that allows the study to calculate the total Bid/Ask volume over a user-defined period, independent of the chart's main bar period. Clean Cross-Timeframe Drawing: A definitive output that allows the signal marker (Green/Red Circle) to be transferred cleanly onto a higher timeframe chart (e.g., the 1 Minute chart) without being limited to a single output value per higher timeframe bar. The drawing should accurately appear at the price and time it occurred. Thank you for considering this request. I believe this feature would significantly improve the platform's utility for advanced order flow traders. |