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Block trades


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mrburns's Avatar
 mrburns 
Prague, Czechia
 
Experience: Intermediate
Platform: Sierrachart + Denali, TV
Broker: EdgeClear, IB
Trading: 6B, UB, ZN, CL, HG, GC
Posts: 29 since Jul 2020
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Hello,
I'd like to program an indicator identifying and visualizing block trades. I know T&S, DOM, and some other concepts, but I'm not able to figure out how to possibly reconstruct block trades from CME futures data available in SC. Any idea or lead appreciated

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  #2 (permalink)
 
Zonescalper's Avatar
 Zonescalper 
Amsterdam The Netherlands
 
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Try the large volume trade indicator.


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Last Updated on March 13, 2022


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