Cumulative NYSE Tick with histogram using session statistics

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Effanzomane
Last seen: 3 years 6 months ago
Joined: 05/09/2018 - 17:15
Cumulative NYSE Tick with histogram using session statistics

Hey all,

I've recently taken an interest in monitoring some market internals while intraday trading the ES. I've set up a chart plotting the TICK.Z with candles and I'd like to add a cumulative tick histogram similar to "Shadow Trader's" below it. I think I need to add a custom indicator using SESSION STATISTICS to filter out some of the noise so that the bars don't just constantly shoot up and down but I'm not sure how to configure the indicator specifically?

Has anyone tried something like this or have any suggestions?

Any help would be greatly appreciated

Scott

I've attached an example

0
Eddy_F
Last seen: 2 months 2 weeks ago
Joined: 07/30/2014 - 16:18
Hi,

Hi,
not sure you even need the session stat indicator
Just create a regular custom indicator with the following syntax and apply it to the TICK instrument
SUM(CL,POS) with POS defined as "bar since start of session"
It should provide the histogram that you need
Eddy