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Date/Time: Wed, 08 May 2024 03:31:47 +0000

Post From: Colour bar study based on average trade size. Any help?

[2014-10-04 11:51:17] Link To Thread - Link To Post [Go To First Post]
User96105 - Posts: 113
Sierra support can't help me with this one ~ does anyone have any ideas? I’d like to be able to colour the bars to show small orders, where the average trade size within that bar is, say, less than 5 contracts, and then a different colour to show "professional" activity where the average trade size is, say, more than 15 contracts. But I think this is only going to be useful if we combine orders with the same time and price (as per the Time & Sales window). Any thoughts how to achieve something along these lines? Thanks