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Posted (edited)

Hello

 

Is it possible to edu this indi.

 

https://www.sendspace.com/file/1inx9o

 

I am especially interested in this feature. Bifurcating retail & institutional traders. If someone knows of any alternative I am okay with it. Pls do suggest.

 

http://www.discotrading.com/Images/buy-sell_pressure/example.png

 

Thanks.

Edited by goi
Posted
How could this be an exactly functional measurement when CME does not show block orders any more and big traders use ordering algos that hide at what prices thy work bigger sizes?

 

All those volume "smart" indicators are waste of time.

Posted

Maybe aggregation by time or tick might be possible. Id from trading account is only available to the exchange, i think..

By what the indicator is suggesting, ES must have ended the selldown at the end of the chart shown because there is some aggressive big lot buying.

 

Vendor only shows this picture, might be interesting to try out though.

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