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Looking for trade size based indicator

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    Looking for trade size based indicator

    A long time back I sat in on a web seminar that was given by one of the third party add-on companies and then sat in their trade room for a few days. They had a unique indicator that would plot something like number of trades based on trade size. So on ES you could plot how many trades were going off where trade size was > or < a user specified trade size, say 50 contracts. That may not be exactly right but it's the general idea. Trouble is I can't remember the name of the indicator or what company it was. Does anybody know who that is? Thanks.

    Dave

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    This might get you started:
    Reviews, Strategies, Indicators & more | NexusFi community forum


    Jon

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