Volume Filtering: Studying Behavior of Large vs Small Trades

Duration:13:12
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This video introduces the ability to add a trade size volume filter to any instrument in any multi-pane chart. This feature enables users to easily do comparative analysis of the volume behavior of large traders versus small traders. This volume filtering can feed and add value to a number of indicators including Zig Zag. Zig Zag Oscillator, Profile Indicator, Volume Breakdown, Bar Statistics, Price Statistics, VWAP, Volume Price Statistics, TPO Indicator, Multiple Price Highlighter, Volume Candles, Trade Dots, Buy Sell Meter, and many more. Any of the more than 40 indicators which provide a list of prices can benefit as the following price options reflect filtered data if applicable: Delta, Buy Volume, Sell Volume, Ticks, VPOC (Bar), VPOC (Day), VPOC (All), VWAP (Bar), VWAP (Day), VWAP (All), Cum Delta (Day), Cum Delta (All), Max Price Volume, and Average Size. This new volume filtering option options up a whole new world of analysis to Investor/RT user. Many of the homework studies can now be revisited and analyzed from a large versus small trade perspective.

Chart Reference VolumeFilter (@ES#)