treydog

Nope Tried it myself and i couldn't get it to work.

Anyone able to get this to work with multicharts 8.5?

NP, for me figuring this is out is getting to the root of what the indicator does. I feel that its better to have a full understanding of what it is vs just taking a guys word for it. But I am a tinkerer. Here is my vary basic code. it takes the average trade size that i have given you, and compares it to the highest trade size some x bars ago. If its the highest average trades it considers it a pro bar. I don't really understand what his filtering process is. SO maybe we can work together to finish this. input:avglength(10), Color(blue); var:avgtradesize(0), avg(0); avgtradesize=volume/barinterval; if avgtradesize >= highest(avgtradesize,avglength)[1] then PlotPaintBar(H,L,O,C, "ProBar", Color);

i have been trying to replicate this myself. He uses tick bar charts. so to get average trade size i just take the volume of the bar (tick bar chart) and then divide by the interval. volume/tick bar interval = average trade size.

I hate to resurrect a dead thread but this is the topic I was looking for. I am mostly concerned about fill times i only trade 1-2 contracts of ES. But have had a lot of problems with fills as the posters above noted. I have not tried the YM but what is the difference? I have placed a couple of orders and both my ES and YM get filled at close to the same time (a few seconds) but that was only a couple of times. I am hoping someone can give me deeper insight into the differences in fill times on trading the ES vs YM at small contract sizes 5 contracts or less.

thanks for the explanation it makes much more sense. I was sitting there trying to find the distance traveled in the instrument ratio like 10 pts in YM to 1pt in ES. But it was just about contract specifications I understand Thanks a lot just made me stop pulling my hear.

Hi i am new to e mini futures trading. I was wondering what the tick or point equivalents are between the different contracts using 1 ES point or 4 ES ticks as the baseline. For example I heard that 10 YM points = 1 ES point. What are the other relationships like 1 ES point = how man NQ points or ER2 points. Thanks for your help