Support Board
Date/Time: Wed, 28 Jan 2026 09:18:44 +0000
Post From: Replay accuracy of of large volume trade indicator
| [2026-01-27 13:30:24] |
| User689918 - Posts: 1 |
|
Hi, I am trying to set up large order bubbles for NQ contracts highlighting buy or sell market orders by tick above 50 contracts. If I set the volume threshold to 50, I see only very few bubbles (which seems unrealistic to me + if I see a friends "deepcharts" chart, it shows significantly more bubbles) For context: I'm using Sierra Charts delayed data feed (Service Package 5) for back-testing. What are the relevant settings to get the correct large order bubbles to spot absorptions etc.? I have the feeling the indicator does not correctly use the replayed time-and-sales data? I have tried all available replay modes (e.g., calculate as real time, etc.) Thank you in advance for the support! |