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Date/Time: Tue, 02 Jun 2026 21:11:28 +0000
Post From: TradeMap - Large Trade Mapping Study
| [2026-06-02 16:48:24] |
| cmet - Posts: 727 |
|
Been wanting a visual representation of Time and Sales for long time and this is my version of it (the Large Trade Volume Indicator is excellent but doesn't yet have all the aggregation options of TAS, and I'm not a fan of the bubble implementation). The basis for this study originated from the AtlasLargeTradesProV2_4_SubgraphBubbles study by User385376 and the work of others on this thread: Large Volume Trade Study Issue ////////////////////////////////////////////////////////////////////////////////////////////////////////// NOTE: As always, your mileage may vary. This works perfectly for my purposes, it may not for yours. I won’t be posting any further updates or changes. Perhaps others on here might, others who are far more skilled than I’ll ever be. ////////////////////////////////////////////////////////////////////////////////////////////////////////// Since posting an initial study (AtlasLargeTradesTAS.cpp), the structure has been completely changed and optimized. Most importantly: All bubble drawings offloaded to custom GDI renderer. This addresses the biggest bottleneck in studies like this for Sierra imo, the drawings. The way variable sized bubbles are stored/cached is changed/improved. There’s essentially no more chart drawing management. Text can still have impact. Added an input to try and reduce that in settings. Added Gradient Coloring. Also cached. Lookback Based Display. All events on the chart load, but you can control bubble display with a bar based lookback window. Better control over performance depending on your chart length/complexity. Improved Time Based Aggregation. Separated the aggregation logic from rendering and reworked it. Since the logic used for combine records in the TAS window is not available, I did my best to match it. Not exact, close enough for me. Maybe someone else has a more precise method. ////////////////////////////////////////////////////////////////////////////////////////////////////////// Settings ////////////////////////////////////////////////////////////////////////////////////////////////////////// Combine Mode Options • Same Price/Type - Combine same price and type (bid/ask) • Same Time/Price - Combine same timestamp and price • Same Time/Type - Combine same timestamp and type (bid/ask) • Same Time/Type/Price - Combine timestamp, type (bid/ask), and price • Same Bar/Price - Combine volume at each price in bar • Same Bar/Price/Type - Combine volume at each price and type (bid/ask) in bar • Milliseconds - Combine volume within fixed millisecond time window -------------------------------------------------------------------------------------------------------- • Minimum Bubble Volume - Minimum volume required for bubble • Combine Mode – How trades are combined • Milliseconds Window – Number of milliseconds for fixed window • Trade Volume Filter Minimum - Ignore trades below this size • Trade Volume Filter Maximum (0=Disabled) - Ignore trades above this size • Buy Aggression Min Color - Color for smaller buy bubbles • Buy Aggression Max Color - Color for larger buy bubbles • Sell Aggression Min Color - Color for smaller sell bubbles • Sell Aggression Max Color - Color for larger sell bubbles • Use Hollow Bubbles - Draw hollow bubble outlines • Bubble Transparency - Controls bubble opacity • Minimum Bubble Size - Smallest bubble size • Maximum Bubble Size - Largest bubble size • Show Volume Label - Display combined volume text • Minimum Volume To Show Label – Hide text below this amount • Volume Label Color - Color of label text • Volume Label Font Size - Size of label text • Rebuild Current Chart Date - Process current session data • Render Lookback Bars - Number of bars with visible bubbles To Use: • Add TradeMap.cpp file to your Sierrachart/ACS_Source directory • Compile using Analysis > Build Custom Studies DLL • Select Files > select TradeMap.cpp • Build > Build With VisualC++ - Release • Add to chart from Studies > Add Custom Study 🤘🏿 |
 TradeMap.cpp - Attached On 2026-06-02 16:35:39 UTC - Size: 42.73 KB - 7 views |