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Date/Time: Wed, 15 May 2024 10:42:07 +0000



Post From: Number Bars Volume Filter

[2015-01-29 14:17:30]
User71961 - Posts: 144
Can you add a Filter setting for the Number Bars Study, where only trades above a certain User Defined volume level are included / used for calculating the Number Bars?

This filter, would essentially mean you would "ignore" any trade below a certain size.

Also, this same filter setting would be great for the Cumulative DeltaBars - Volume study. Only including trades where the size is great then a user defined setting.

It be great to be able to exclude, for example, all trades less than 50 contracts. All those small lots make it harder to see what the larger orders are doing.