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looking for a tool to anlyze T&S


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  #1 (permalink)
 ELDI 
haifa israel
 
Experience: Intermediate
Platform: TA
Trading: ES
Posts: 46 since Apr 2011
Thanks Given: 16
Thanks Received: 3

HI
I am looking for a tool that will analyze the time and sales and will give me the precentage of 200 lots traders and higher or 50 and more (for example).
could someone help me with that?
thanks a lot


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  #3 (permalink)
 
Malvolio's Avatar
 Malvolio 
Frankfurt, Germany
 
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Hi,

I personally think that with the existence of iceberg orders the tracking of high volume trades is more difficult. But with Market Delta using a footprint chart or the footprint bar statistic you can do that.

Best regards,

Malvolio


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  #4 (permalink)
 ELDI 
haifa israel
 
Experience: Intermediate
Platform: TA
Trading: ES
Posts: 46 since Apr 2011
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thank you Malvolio. can you think of a free tool?


Malvolio View Post
Hi,

I personally think that with the existence of iceberg orders the tracking of high volume trades is more difficult. But with Market Delta using a footprint chart or the footprint bar statistic you can do that.

Best regards,

Malvolio


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  #5 (permalink)
 
Malvolio's Avatar
 Malvolio 
Frankfurt, Germany
 
Experience: Advanced
Platform: TT, ProRealTime
Broker: Advantage
Trading: Futures
Posts: 145 since Nov 2010
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Thanks Received: 84

By the way SierraChart is cheaper and offers as well a footprint chart. Both offer a trial.
A free tool is the volume ladder for NT which you can find here in the forum.


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 Big Mike 
Manta, Ecuador
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ebdvi View Post
HI
I am looking for a tool that will analyze the time and sales and will give me the precentage of 200 lots traders and higher or 50 and more (for example).
could someone help me with that?
thanks a lot

For what platform?

Mike




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  #7 (permalink)
 ELDI 
haifa israel
 
Experience: Intermediate
Platform: TA
Trading: ES
Posts: 46 since Apr 2011
Thanks Given: 16
Thanks Received: 3

either Esignal or better NT


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Last Updated on March 21, 2012


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