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Search: Posts Made By: Zondor

Forum: Emini and Emicro Index

October 7th, 2015, 01:19 AM

Replies: 10

Average order size

Views: 4,160

Posted By Zondor

How to calculate average trade size in Ninjatrader�

Average trade size is just the volume of the bar divided by the number of transactions (ticks) in that bar. Average order size is not something you would likely be able to calculate since huge...

Forum: Emini and Emicro Index

October 6th, 2015, 08:41 PM

Replies: 10

Average order size

Views: 4,160

Posted By Zondor

Clarification request

Are we talking about the average ORDER size, or the average TRADE size here?

Big Mike's data in this thread is actually for order size?

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