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Date/Time: Thu, 26 Feb 2026 20:32:02 +0000



Post From: MBO price level indicator

[2026-02-18 14:23:57]
User937068 - Posts: 45
Hi Brookwood
I got twofox study and compared with SC T&S with Combine trades into original summary and there are differences.
I guess you coded your Large Volume trade indicator to contain the Combine Trades into Original as i don't see this option available inside the study options.
Anyway i believe the the Combine Trades Into original will show only the number of contracts at the price level where the trade was placed so if there is any slippage and order is filled at different prices then this will be missed.

twofox study somehow catch contracts at multiple price levels, combines them and provide a number that is different from the SC T&S. However i don't know the algorithm behind and how is able to to determine exactly that number. However by comparing the result of his study to T&S it makes more sense than the T&S with Combine trades option.
So yes i got what i was looking for. At least for now :)

The LVTI indicator with Combine Trades option is something made by you? I dont find this option inside LVTI settings.