Volume Based

VolumeScope® (RTX)

VolumeScope is the best in class footprint charting available, allowing the user to view per bar market order flow under a microscope, closely inspecting the volume at price data with great flexibility. The VolumeScope indicator has three primary components: Background, Text, and Candle. Each is optional and each has a variety of data and presention settings. Volume is broken down into Ask-Traded Volume (Buying) and Bid-Traded Volume (Selling) at each price. VolumeScope builds upon this information with profiling, coloring, and scaling options based upon relative volume, delta, imbalance, and much more.

VolumeScopeStats (RTX)

This VolumeScopeStats (VSS) RTX Indicator is designed to compute volume-at-price statistics that are sensitive to both time of day and periodicity of the chart. This allows users to compute and identify values of significant volume or delta at price throughout the day with statistics based on the volume-at-price of the same time of day over previous session. 

OrderFlowMetrics (RTX)

The OrderFlowMetrics RTX Extension is a companion indicator to the DOM and provides a single column of data that can reflect change in size, size, volume, or delta over a user-specified period.

TradeBubbles (RTX)

TradeBubbles is a component of the Investor/RT Volume Analysis package. The TradeBubbles extension draws 3-dimensional bubbles at each price within the bar. The size and coloring of the bubbles are variable, driven by volume-at price data.  The most recently touched prices are drawn in front. The extension has a horizontal positioning option and a horizontal offset and drift option. These settings control drawing so that the more recently touched prices are drawn further right.  Filtering options are available at both the trade and price level (e.g. consider only big trades > 10 lots or consider only prices with large volume > 1000).  With the flexible position options the TradeBubbles can be effectively combined with other indicators such as VolumeScope or can be positioned between candles with the Centered (Right) or Centered (Left) alignment options.

ExtremePriceHighlighter (RTX)

ExtremePriceHighlighter (EPH) is a powerful RTX extension that identifies and highlights extreme prices over various periods with respect to volume-at-price data.

TimeAndSales (RTX)

The RTX TimeAndSales extension (TAS)  is used to embed time and sales displays into any Investor/RT chart window. TAS introduces a variety of new time and sales capabilities such as flexible filtering, highlighting and alerting options and much more.  Display columns are user customizable. These include new data items of interest to traders: Skips, Bid Volume, Ask Volume, Age, Ticks Back and Consolidated Trades.

Price Statistics

The Price Statistics Indicator presents cumulative volume based information textual for each price over any user-specified period of time (days or bars).

Bar Statistics

The Bar Statistics Indicator presents cumulative volume based information textual for each bar.

BuySellMeter (RTX)

The BuySellMeter extension displays the buying volume versus the selling volume for a user-specified period of time expressed as a number of days or number of bars.  Buying volume is defined as volume that traded at the ask/offer price; selling volume is defined as volume traded at the bid price.  BuySellMeter provides a nice visual of these two volume metrics in a compact box that may be positioned anywhere in the chart.  The horizontal and vertical position of the box (in pixels from top left) may be entered in the indicator preferences, or you can drag and drop the box using the mouse. The position can be fine tuned by clicking inside the box to select it and then using the keyboard arrow keys.

Volume Candles (RTX)

Volume Candles draws a candle, volume profile, and volume as text, for each bar, making efficient use of the horizontal space available for each bar.  It is recommended to set the drawing style of the instrument to "Invisible" and then add the VolumeCandles to the instrument pane to replace the bars.  Each of the 3 elements is optional, giving users the ability to plot candles with volume profiles, volumes with volume as text, etc.  User must ensure there is enough room vertically and horizontally to properly display elements.  To create more horizontal space, use the mouse scrollbar (or up/down arrow keys on keyboard).  To create more vertical space, use the mouse scrollbar while holding down the shift key.

Pages