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.
Consolidated Tape
- TJ
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Re: Consolidated Tape
Very nice !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.
Thanks for sharing.
- arnie
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- Joined: 11 Feb 2009
- Location: Portugal
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Re: Consolidated Tape
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.
I must be doing something wrong here since I can't see anything. But I'll wait for the new version.
- Attachments
-
- timesandsales.png
- (56.06 KiB) Downloaded 1799 times
Re: Consolidated Tape
Switch to a higher timeframe, ie 2000 tick charts.
To get correct time settings for minute charts too, change
to
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));
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.
Re: Consolidated Tape
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.
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
- (16.75 KiB) Downloaded 651 times