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Date/Time: Wed, 27 Nov 2024 22:34:57 +0000



Post From: Colour bar study based on average trade size. Any help?

[2014-10-04 11:51:17]
User96105 - Posts: 113
Sierra support can't help me with this one ~ does anyone have any ideas?

I’d like to be able to colour the bars to show small orders, where the average trade size within that bar is, say, less than 5 contracts, and then a different colour to show "professional" activity where the average trade size is, say, more than 15 contracts. But I think this is only going to be useful if we combine orders with the same time and price (as per the Time & Sales window).

Any thoughts how to achieve something along these lines?


Thanks