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@Rui S - not much familiar with alerts as I don't use or experimented about it. Probably you can ask SC support if they have any idea on that.
related to this indicator - I would leave it this way as it's working to your satisfaction and whatever bug that's available - I can only co-relate to the standard IB/SC combination for volume mis-match and processing. This indicator just relies on SC T&S data and can't think of anything else.
If you still want to isolate this(probably you might not) - might be a good idea to check with another datafeed if it is an option..
In relation to the indicator you are probably right, it might be the combination IB datafeed / SC that is not working out very well.
But don't worry, you provided me a very useful indicator for my trading. I really appreciate your effort and hope I can somehow return the favor some day.
@Rui S - I happened to looked the code and there might be a potential bug with the code(that could have been contributing to "missing" trades at times and Attached is the updated code for the same.
If interested you can test out this code.. Named this as "VolumeThreshold3" - No functional changes
PS: Haven't tested this code - but you can test it as your time permits to make sure - it's still in-line with expectations.
I had the Threshold indicator versions 2 and 3 working side by side all day long and I couldn't notice any difference between them. They both behaved exactly the same way.
I didn't want to bother you before but there is one issue with this indicator which is that when I have the platform working I can’t make any settings or reload any chart in the chartbook because when I make any of those operations I lose all the numbers (trades) plotted by the indicator. They just disappear.
Please don’t get me wrong, I just thought I should let you know. I really like this small indicator and I don’t want to make you spend more of your time with this. I can live with that, just can’t adjust or make any settings during the trading session if I don’t want to lose the plotted data.
@Rui S - This is supposed to be a live mode only indicator and any changes to the chart that are likely to make SC recalc - would make the indicator loose the historical changes ( it's by nature ) . There are ways to preserve this on chart reload - have to think through on design aspect of it to do this. At present have several things lined up and don't know if I can ever get to make any design changes for this. If I do ( without any specific time frame in mind ) - would update this thread along with the new indicator.
Now coming to version 2 & 3 behaving the same - I do suggest you to use Version 3 rather than version 2.