OA Data and Custom Indicator

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Sat, 05/01/2021 - 11:58
#1
sainttjames
Last seen: 3 years 3 weeks ago
Joined: 07/05/2012 - 00:00
OA Data and Custom Indicator

Hi,

I was wondering if there is a method to pass the OA data from the TimeandSales indicator to the MPH indicator and create a Custom Indicator that might plot the data. I've created 'something' but it doesn't quite look like the correct data. Not certain what is getting passed.

Thanks.

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Sat, 05/01/2021 - 12:35
cpayne
Last seen: 1 year 9 months ago
Joined: 03/30/2009 - 00:00
OA Volume in MPH

So in MPH, if I added "OA Volume" as an entry to this list...

So then you could identify prices with OA Volume > 0 and OA Volume would be positive on trades that occurred outside auction.  Would that give you all you need?  Or would you need to also have options for "Above Auction Volume" and "Below Auction Volume"?

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Sat, 05/01/2021 - 12:51
(Reply to #2)
sainttjames
Last seen: 3 years 3 weeks ago
Joined: 07/05/2012 - 00:00
You bring up a good point. In

You bring up a good point. In the time and sales indicator, I've set two alerts for OA volume. One for sales x<-5, and one for buys x>5.

So to answer your question, in it's current format, I would like to see:
OA volume > X
OA volume < X

Thanks in advance Chad!

edit: if it's easier to add an option OA>abs(X)... That might also work as long as it catches both the sale and buy side.

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