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Date/Time: Fri, 01 Nov 2024 05:21:53 +0000



Post From: Trade Volume Triggered Stop-Limit...it includes pull/stack...which are not accumulated vol

[2018-06-15 18:50:21]
User7817001 - Posts: 96
I challenge your statement. (see attached)

The volume counter in the order label (circled in attached) decrements when orders are "pulled and stacked" (circled in attached), as well as Trades (circled in attached) execute.

Watch /ES

Set the volume variable to 1000 or more, if this counter were based on TRADES ONLY (in the time/sales), then it should take quite a long time to goto zero (0)...it does not!

Watch the time/sales (slow changing)

Watch also the Combined Pull/Stack on the DOM (fast changing)

You will see the counter decrements based on BOTH Pull/Stack and Time/Sales, once the price is hit, the trade executes NEARLY IMMEDIATLY, not based on time/sales alone, but Pull/Stack changes and time/sales.

Or ignore it...

Have a great day

Thanks,
Mark
imageCapture.JPG / V - Attached On 2018-06-15 18:45:52 UTC - Size: 153.71 KB - 326 views