Time and sales needs to have an option to have a cumulative Bid/Ask trade volumes.
For example, if the ES printed 1040 : 2 (Ask) then 1040 : 5 (Ask) then this is accumulated to 1040 : 7. This differs from the current and traditional T&S where each entry is separate.
The key idea is to look at the total volumes being accumulated at the price – particularly in this age of algorithmic executions where large orders can be easily split up and placed multiple times in very quick succession thus masking the try size of the original order.
I would also like to see a time and sales indicator that can be placed onto the chart that has the same options that are in the regular T&S window. I've seen something like this, but its not adjustable.
Money Flow Bars has the Print+ add-on, which does this along with a couple more additional things that are not needed. I don't think there's a reason that NinjaTrader can't build this into the platfrom. Hope to see this in the next beta version.
For example, if the ES printed 1040 : 2 (Ask) then 1040 : 5 (Ask) then this is accumulated to 1040 : 7. This differs from the current and traditional T&S where each entry is separate.
The key idea is to look at the total volumes being accumulated at the price – particularly in this age of algorithmic executions where large orders can be easily split up and placed multiple times in very quick succession thus masking the try size of the original order.
I would also like to see a time and sales indicator that can be placed onto the chart that has the same options that are in the regular T&S window. I've seen something like this, but its not adjustable.
Money Flow Bars has the Print+ add-on, which does this along with a couple more additional things that are not needed. I don't think there's a reason that NinjaTrader can't build this into the platfrom. Hope to see this in the next beta version.
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