[swansjr]

Originally Posted by cooper59 »

What this person is doing is programing is time and sales (on Tradestation). Using Tradestations Time and sales, you can input it to show orders in any quantity you want....Unfortunately I am not a programmer but have used the information he is referring to for many years. He is simply (well maybe it not simple) plotting the times and sales on a chart. I hopes that helps a little

Thanks. I understand that the Volume Splitter is plotting time vs. sales (or more specifically the volume in terms of "large" orders when you have it set to follow large contract players). Cooper59, I'm interested in what indicator you are using to see the order size in TradeStation. If you are using "Sales" to help in your trading, how are you accessing this information in TradeStation?

Thanks again for the help.

[agon]

Thanks. I understand that the Volume Splitter is plotting time vs. sales (or more specifically the volume in terms of "large" orders when you have it set to follow large contract players). Cooper59, I'm interested in what indicator you are using to see the order size in TradeStation. If you are using "Sales" to help in your trading, how are you accessing this information in TradeStation?

Thanks again for the help.

if this can help :

[bathrobe]

This is the indicator I posted above using NT, filtered to 100 or more contracts on a 610tick chart.

[bathrobe]

Also, it says here Trading Platforms. NINJATRADER. Brokerage and Data Feed Support. that NT and TS are compatible. Hope it helps.

[Tams]

Originally Posted by bathrobe »

Also, it says here Trading Platforms. NINJATRADER. Brokerage and Data Feed Support. that NT and TS are compatible. Hope it helps.

TradeStation is BOTH a broker/datafeed AND charting software.


in the page link above, it is referring to TradeStation as a Supported Market Data Vendors.

They are not talking about NT and TS as code compatible.

[daedalus]

I've tried to duplicate the EOT Volume splitter before but to no avail. I'm just not that good with easylanguage.

Good luck to anyone who does get it because I truly think its a great idea and a valid concept (and the EOT guys are making a killing using it to confirm trades!).

[swansjr]

Deadalus, I tried to create it as well. I’m not familiar with how to extract the required information. For example, there are two pieces of information I need.


1) How to extract the order size. In TS there is a command called “TradeVolume” (find an example here) which is suppose to give the size of the last trade. But how does that work in relation to an indicator that might be running on a 233-tick chart.

2) Next, how do you determine if a given trade size was a Long or a Short?


I’m not familiar enough with the underlining functionality of TS. I’ve been doing some research but no avail.

[bathrobe]

Originally Posted by daedalus »

I've tried to duplicate the EOT Volume splitter before but to no avail. I'm just not that good with easylanguage.

Good luck to anyone who does get it because I truly think its a great idea and a valid concept (and the EOT guys are making a killing using it to confirm trades!).

I was not as impressed with the Ninja Trader version as I hoped (eotpro seems to make calls before the move quite often, the indicator I posted acted more like an RSI or a fast MA (after the fact).

I have been in contact with some C++ programmers to build one the same as eotpro.com's. The programming is somewhat expensive, however if it ends up being the same as eot it would be well worth the price over and over.

Anyhow, what I am getting at was you should look into this option, I am sure there are many more TradeStation programmers than those for NT.

I hope it works out for you guys.