Support Board
Date/Time: Tue, 04 Nov 2025 08:48:20 +0000
[User Discussion] - volume ratio
View Count: 842
| [2020-05-16 10:01:44] |
| User338356 - Posts: 8 |
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hi, it's possible to create the ratio volume/trade on each level? For example a large order on ES 220 contract in to the bid @ 2800. i want to see the ratio volume/trade. 220 with 1 trade is 100% or calculated 220 or if it divided in 3 trades (100+100+20) or (70+70+70+10) ecc ecc and calculate this ratio? maybe in a time and sale or in number bars study thanks Date Time Of Last Edit: 2020-05-16 10:04:08
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| [2020-05-16 10:06:59] |
| User338356 - Posts: 8 |
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hi, it's possible to create the ratio volume/trade on each level? For example a large order on ES 220 contract in to the bid @ 2800. i want to see the ratio volume/trade. 220 with 1 trade is 100% or calculated 220 or if it divided in 3 trades (100+100+20) or (70+70+70+10) ecc ecc and calculate this ratio? maybe in a time and sale or in number bars study thanks |
| [2020-05-16 10:10:29] |
| Ackin - Posts: 1865 |
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The result value is the accumulation (sum of all ratios) on one level?
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| [2020-05-16 12:12:19] |
| User338356 - Posts: 8 |
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The result is the ratio at that level. example If in a number bars with filter volume exclude <= 100 contrats: 0x0 0x220 0x0 I want know in that order how many order and ratio if 1 (220) order ratio 100 2 order (110+110) ratio 50 or calculated ratio if this order hit with 2,3 or more order. In example 2 the ratio is different if i ve 2 trades (190+30). I hope you understand what I mean |
| [2020-05-16 12:15:55] |
| Ackin - Posts: 1865 |
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I'll think about it and create a study for it (+ - will be available for download on Monday)
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| [2020-05-16 12:20:35] |
| User338356 - Posts: 8 |
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Thanks so much!!
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