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Date/Time: Fri, 18 Oct 2024 08:44:05 +0000



Post From: Trade Filter

[2017-05-03 22:01:00]
Neo - Posts: 198
Is it possible to add a trade filter to the chart settings, where trades that were x % or x ticks away from the last trade price were excluded from the chart?

I'm having some trouble with US equities, where large block Intermarket sweep orders are being executed well away from the last trade price. This then skews my studies, and potentially triggers stop orders.

For example, today in SPY there was a single print FINRA "F" type order for 161k reported @ 238.8775. Which exceeded the current daily high($238.49), and was well above the last trade price($238.18)

http://www.sierrachart.com/image.php?Image=1493848668304.png
Date Time Of Last Edit: 2017-05-03 23:16:59