Indicatorwarehouse – Time and Sales Block Transaction Alert

Indicatorwarehouse – Time and Sales Block Transaction Alert

Courses Infomation

Receive Instant Alerts for Crucial Market Maker Activity

Recognize when the Big Boys Are Buying by Observing

When a user specified block of transactions has been posted in the Time & Sales window, it provides an auditory and visual alert.
The T&S window need not be open in the workspace (saves screen space)
View the significant transaction on the main price chart.

Key Elements

Make a single “Diamond” appear on the chart by pressing Alt-F5.

You may “inspect” the volume totals and positions on each individual bar with this.
Put two “Diamonds” at the same bar on the chart. All of the bars on the chart enter “inspection” mode as soon as this is activated.

Further Parameters

The alert’s minimum fixed transaction size is specified by MinBlockVolume.
Averaging
Period: Amount of blocks that must be averaged together to calculate a dynamic MinBlockVolume
AveragingBufferPct – Buffer percentage to be added to the average calculation
You may select the smallest block to take into account while calculating the average using the AveragingSizeFilter. Blocks less than this won’t be counted in the computation of the average size.
BlockType is a filter condition that allows the user to specify the kind of block for which they want alerts:
Block transactions that are BidsOnly and occur at (or below) the Bid price
Block transactions that are AsksOnly occur at or above the Ask price
When a block trades at (or below) the bid price or at (or above) the ask price, it is known as a bids-and-asks transaction.
Where the block traded both below the Ask price and above the Bid price, use betweenonly.
OutsideOfSpread refers to situations where a block trades above or below the Ask price.
All blocks, regardless of the price they were transacted at (of MinBlockVolume).
Ask
WAV audio file to play when the block price reaches the specified level (or above) asking price
Bid
WAV audio file to play when the block price reaches the specified level (or below) the Bid amount
When the block price is between the Ask and the Bid prices, the AlertSoundFile, a WAV file, will play.
Set true for CalcVolumeWithoutDirection to treat all transaction counts as positive.
If this is set to false, the volume for “buy” will be positive and “sell” will be negative.
FontSize determines how large the totals text on each bar is.
Enter a “0” to turn off screen printed messages. MessageCount: The number of signal messages to print on the screen.
MessageLocation specifies where on the screen signal messages are shown.
To print signal messages to the NinjaTrader Output Window, use the PrintToOutputWindow command.
Do you want to view the bid/ask volume dots on each historical bar? If so, choose ShowDotsOnHistorical.
Do you want to view the total number of contracts traded on the current bar? If so, choose ShowTotalsOnCurrentBar.
ShowTotalsOnDiamond – You may instantly check the volume for a bar by adding a “Diamond” chart marker on it.
Do you want to view the total bid/ask volume for each historical bar? If so, choose ShowTotalsOnHistorical.

PLEASE NOTE THAT THIS INDICATOR NEEDS BID/ASK DATA.

You need an unfiltered data stream from NinjaTrader Brokerage, such as Kinetick or Continuum, in order to utilize this indicator.

Instead of using previous data, this indicator must calculate as the current price action is received. When they are the most current, it produces bars. Once they are adults, it can no longer generate them. Therefore, any indicator bars that were generated using live data become historically based and cannot be recreated if you press F5 or engage in any action that is analogous to pressing F5 (such as adding another indication to the chart or altering a parameter in any indicator on the chart). They’ll just “disappear.”

Note that this is typical behavior and a need for the indicator’s design.

Salepage : Indicatorwarehouse – Time and Sales Block Transaction Alert

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