VolumeScopeStats (RTX)

Compatibility

Note that VSS requires Investor R/T version 15.1.8 Build 33544 or higher. Support for version 14 will follow.

Requirements

VSS requires the VolumeScope® add-on package, Linnsoft's improved Footprint™ charting feature. This includes all Pro Trader subscribers who can access all features of Investor R/T

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. VSS provides the user an option for the bucket size (time per period) as well the number of sessions to consider. These dynamic results can then feed other indicators which highlight significant volume or delta at price such as PriceVolumePatterns and TradeDots.

Presentation

  • Data - Underlying volume-at-price data.  Options include Volume and Abs(Delta)
  • Stat - Volume-At-Price Statistic with options including: Mean, Standard Deviation, Mean + X * StdDev, Mean * X, Median + X * StdDev, Median * X and Xth Percentile
  • Minutes Per Period - The bucket size, in minutes, used to compute the time-sensitive volume-at-price statistics.  For instance, if 5 Minutes is specified, the values provided for the 9:30am to 9:35am period will be computed off the volume-at-price data during that same timeframe over the previous 5 sessions.
  • Sessions - Number of sessions used to compute the statistics.  View period must exceed this period (in days).
  • Draw As - Drawing Style.
  • Store Current Value to C#/V# - Option to store the current value of the VSS into a C# or V# variable.
lsVolumeScopeStats (@ES#)
VolumeScopeStats (RTX). This chart was uploaded by Investor/RT 15.1.8 showing symbol: @ES#.

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VolumeScopeStats (RTX)
VolumeScopeStats (RTX)

This VolumeScopeStats (VSS) RTX Indicator is designed to compute volume-at-price statistics that...

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