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Volume bars only for large trades?

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  • Volume bars only for large trades?

    Is there a way to make a volume sub-chart where the volume bars are only composed of trades, say 10 contracts, or higher?

    I would then overlay this onto a normal volume chart so I could see a visual representation of large trader volume (presuming they'll trade larger lot sizes) and smaller trader volume. Ideally I could stack the 2 volume bars.

    Thanks.
    Last edited by Rusty3; 07-01-2012, 10:52 AM.

  • #2
    What if I want to modify a reserved term like "volume?"

    Is there EFS code that shows how the simple function or calculation of VOL is determined? I would like to experiment with volume calculated only on trades above a certain level. Is this code accessible for a "non-power" user?

    Thanks.

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    • #3
      Originally posted by Rusty3 View Post
      Is there EFS code that shows how the simple function or calculation of VOL is determined? I would like to experiment with volume calculated only on trades above a certain level. Is this code accessible for a "non-power" user?

      Thanks.
      You caught me trying to sneak one in to a different sub-forum! Somebody is watching!

      If this issue is too complicated (I'm a newbie, I don't know), like some kind of "assembly" language, or if it's something I should be looking to contract with a programmer please let me know.

      Thanks.

      P.s. The new forum design and layout is nice!

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