Consolidated Tape

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SP
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Consolidated Tape

Postby SP » 29 Oct 2012

The indicator consolidates the time and sales.
As long as the price does not change the volume gets summed up. If the price changes the values reset and a new row is printed.

The indicator shows
- the total volume traded on the specific price since the last change,
- the number of trades,
- the traded price,
- the last traded time.

If the price is higher than the previous price (uptick) the row is colored with Up.Color, on a downtick with Down.Color.
Attachments
SP.ConsolTape.pla
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SP
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Re: Consolidated Tape

Postby SP » 29 Oct 2012

ConsolTape

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Consol Tape.jpg
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TJ
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Re: Consolidated Tape

Postby TJ » 29 Oct 2012

SP wrote:The indicator consolidates the time and sales.
As long as the price does not change the volume gets summed up. If the price changes the values reset and a new row is printed.

The indicator shows
- the total volume traded on the specific price since the last change,
- the number of trades,
- the traded price,
- the last traded time.

If the price is higher than the previous price (uptick) the row is colored with Up.Color, on a downtick with Down.Color.


Very nice !
Thanks for sharing.

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arnie
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Re: Consolidated Tape

Postby arnie » 18 Dec 2012

Again, great work SP.

I must be doing something wrong here since I can't see anything. But I'll wait for the new version.

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timesandsales.png
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SP
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Re: Consolidated Tape

Postby SP » 18 Dec 2012

Switch to a higher timeframe, ie 2000 tick charts.

To get correct time settings for minute charts too, change

Code: Select all

 
if Time.Setting>1 then
   time.string = FormatTime ("HH:mm:ss",el_timetodatetime_s (time_s)) else
   time.string = FormatTime ("mm:ss",el_timetodatetime_s (time_s));


to

Code: Select all

 
if Time.Setting>1 then
         time.string = FormatTime ("HH:mm:ss",computerdatetime) else
         time.string = FormatTime ("mm:ss",computerdatetime);
Last edited by SP on 19 Dec 2012, edited 2 times in total.

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arnie
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Re: Consolidated Tape

Postby arnie » 18 Dec 2012

OK, working now. I thought the setup was the same, 1 tick chart.

Is there a specific reason on why waiting for beta 2 for the new version?

SP
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Re: Consolidated Tape

Postby SP » 19 Dec 2012

arnie,

this one is the first attempt for volume breakdown charts. It resets the cummulative calculation if
either the price has changed or the trades are at the same price, but traded at bid or traded at ask has changed.

It needs the following Chart Settings:

A Cumulative Delta chart with Resolution 1 Tick and Breakdown by: "Ask Traded vs Bid Traded" and Build Volume on: "Trade Volume" and "Break on Session" checked and Data Range: 1 Days back.
Decrease bar spacing as much as possible.

Take a look if it works.
Attachments
Consolidated Tape Breakdown Version 1 for MC 8.5.pla
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