Bar Statistics

Bar Statistics is a component of the Volume Analysis package.

The indicator presents cumulative volume-based textual information for each bar.  Data items include Buy Volume, Sell Volume, Total Volume, Max Delta, Min Delta, Total Delta, Buy Vol %, Sell Vol %, Delta %, Delta Change, Volume Change, Ticks, Avg Tick Size, Cum Delta-Day, Cum Delta-All, POC Volume, Prices (TPOs), Avg Volume at Price, Time (Seconds), Delta Finish, Max Delta %, and Min Delta %. Any or all of these data rows may be displayed and in any order the user wishes.  Each data item is shaded based on the relative value of the data item and custom colors are available for buy volume, sell volume, volume, and text. User may choose from 4 different font sizes: Small, Medium, Large and Extra Large, and an option is available to use the font style of quotepages which is specified in Setup: Preferences: Quotepage Defaults. For more information on what each data item provides, visit the Preferences tab.

Presentation

The chart above displays the Bar Stastistics Indicator in the lower pane.  The upper pane shows volume at each price using the Volume Candles (RTX) indicator, along with the Price Volume Pattern indicator which highlights high volume prices in yellow.

The Bar Statistics preference window below can be accessed by double-clicking anywhere on the Bar Statistics indicator within the chart.

Available Data Items / Rows

  • Buy Volume - volume that traded at the ask price for each bar.
  • Sell Volume - volume that traded on the bid price for each bar.
  • Total Volume - total volume that occurred for each bar.
  • Total Delta - cumulative delta of the entire bar.
  • Buy Volume % - volume that occurred at the ask price (buying volume) dislpayed as a percentage of total volume.
  • Sell Volume % - volume that occurred at the bid price (selling volume) dislpayed as a percentage of total volume.
  • Max Delta - highest delta achieved during formation of the bar.
  • Min Delta - lowest delta achieved during formation of the bar.
  • Delta % - delta of bar presented as a percentage of the total volume of bar.
  • Delta Change - change in delta from the previous bar to the current bar.
  • Volume Change - change in volume from the previous bar to the current bar.
  • Ticks - amount of ticks or trades that occurred within each bar.
  • Average Tick Size - average volume traded for each tick.  Total volume divided by number of trades.
  • Cum Delta - Day - cumulative delta for the current trading session.
  • Cum Delta - All - cumulative delta for all data on the chart.  This is controlled by the viewing period of the chart, and limited to the amount of tick data you have downloaded and are retaining for the charted symbol.
  • POC Volume - the volume of the Volume Point of Control (VPOC), or highest volume price, within each bar.
  • Delta Finish -   Pullback of delta from last high or low.  If Delta last bounced off high of bar before completing bar, the finish will be negative (or zero).  If Delta last bounced off low before, the finish will be positive (or zero).
  • AVAP - (Average Volume at Price)  Average volume that traded at each price within the bar.  Total volume divided by number of prices traded within bar.
  • Prices (TPOs) - number of TPOs or prices that traded in each bar.
  • Font Size - Users may choose from Small, Medium, Large or Extra Large.
  • Use Quotepage Font - When checked, the font specified in Setup: Preferences: Quotepage Defaults will be used to display the Bar Statistics Text.
  • For adding "Custom indicators" values to the table : please refer to the corresponding video
No examples. Let us know if you'd like to see one added.
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Bar Statistics - Custom Data

This video demonstrates how to add custom rows of textual data to the Bar Statistics Indicator (...

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