Can Esignal do this?

[Himalaya]

In regards to the emini, can Esignal do the following?

1. Create bars/candles based on volume i.e. 1,000, 5,000, 10,000 contracts traded per bar/candle?

2. Plot a horizontal line at the price where the highest and lowest amount of contracts were traded during the last 1000, 5000, etc contracts traded? Could these lines connect to create high volume/low volume moving averages?

3. Give the contracts traded at bid/contracts traded at ask ratio of the last bar (either time or volume based)? 2:1, 3:1 etc

4. Create moving averages based on contracts traded at bid vs contracts traded at ask for a changeable parameter (last 1000, 5000, total contracts traded)

It seems as though all this info is available in Time and Sales. If this could be done would it choke Esignal in the process?

[JJordan]

Filter trades with ticker window

I haven't tried to do this for e-mini trades but it's a good way
to watch for large block trades or velocity in trades. Maybe you need also to watch the $PREM for e-minis?
Esignal has efs scripts in library for volume w/ moving average you
can see when trade volume increases quickly on
a short interval chart.

~j

[Himalaya]

Volume Profile

Thanks for the suggestions JJ but they wont really do the trick.

I am trying to see order flow using Volume Profiling. (extremely detailed and scaleable "Volume Profile")

Firstly, what I want to know is could these functions be written as an EFS and then if so would they actually run or would they choke the program.

Hoping someone with some EFS experience can shed some light on if it is possible with Esignal

[ACM]

Himalaya

...can Esignal do the following?
1. Create bars/candles based on volume i.e. 1,000, 5,000, 10,000 contracts traded per bar/candle?

Trade volume bars (aka Constant volume bars) are available in Advanced Charts. To create a volume-bar chart select the chart, then begin typing the number of contracts per bar followed by a V or v (as if you were typing an interval). This will open the Symbol dialog box with the value you just typed in the Interval box. Click OK or press <Enter>. In the resulting chart each bar will represent the selected number of contracts traded.

Alex

[Himalaya]

Thanks

Alex,

Thanks alot for the guidance. I had spoken to 3 different people at esignal who said they did not know how it could be done.

I mainly use Market/Volume Profile for trading so this has been a great help.

I just need to get Volume Profiles built on each one of these volume bars/candles and I'll be an Esignal lifer.

Thanks again,

John M