Trail of Intentions (RTX)

Note: TINT requires access to market depth from your data provider. Market depth is available from these feed providers: IQFEED, Gain, CQG, Rithmic. TINT requires the Market Depth Analysis add-on package.

Trail of Intentions (TINT) is an RTX Extension designed to display historical snapshots of the depth of market. The market depth provides numeric insight into the intention of traders to buy and sell at various prices. TINT provides a wealth of options to visually identify relative size and changes in sizes among prices within same snapshot or from snapshot to snapshot over time. Users may customize the shading of the background of each price to reflect size or change in size of each price. Optional text may be displayed at each price showing size, change in size, size inside, or size outside. (sum of size at or outside any given price) Key prices such as Ask, Bid, Last, and Average (size-weighted average) may be highlighted within each snapshot. Snapshots may be taken at a variety of rates driven by periodicity (Every Bar), trades (Every X Trades), time (Every X Seconds), and volume (Every X Volume). Shapshots may overlay bars, or be positioned on the right or left edge of the chart and users have the option to limit the number of snapshots displayed.

Presentation

Here is a representation of Trail Of Intentions data being captured with snapshots every 1 second, with the cells shading being based on the relative depth size.

TINT is typically used together with the TradeDots RTX indicators to build custom historical market depth charts

Max. and min. shading settings can be either automatically controlled or dynamically updated upon a custom range of historical depth size values so that only extreme values (percentile wise) of resting orders are highlighted.

The chart below shows Trail Of Intentions set to display changes in size. Green represents a positive change in size and red represents a negative change in size. Brighter colors represent a larger magnitude. This data can be recovered through the TINT token and used in custom indicators to generate any kind of alert (sound, text message) whenever a heavy pocket of liquidity (near the current spot prices) appears or disappears

Keyboard Shortcuts

Up/Down Arrow Keys - Adjust the width of each snapshot / column.
Left/Right Arrow Keys - Adjust position of TINT between left side, right side, and overlay bars.

The keyboard shortcuts listed below are only enabled if the checkbox "Disable Ctrl/Shift Keyboard Shortcuts" is UNchecked. For users wishing to changing any of these display settings quickly and easily without opening the preferences, these Ctrl/Shift shortcuts may come in handy. Otherwise, they can get in the way of zooming, resizing, and scrolling operations that can be achieved via combinations of Ctrl/Shift Up/Down/Left/Right arrows.

Shift+Up Arrow Keys - Adjust background shading between size, change, and none
Shift+Left Arrow Keys - Adjust text display option between size, change in size, size inside, size outside.
Ctrl+Up Arrow Keys - Increase the number of snapshots/columns drawn by 1.
Shift+Down Arrow Keys - Adjust the background style between blocks, size histogram, and change histogram.
Shift+Right Arrow Keys - Adjust position of text within each snapshot between left, right, and center.
Ctrl+Down Arrow Keys - Decrease the number of snapshots/columns drawn by 1.

Background: Background drawing options for each price including Blocks, Size Histogram, Change Historgram.
Hollow: Hollow option for drawing of the background of each price.
Shading: Background can be shaded based on Size, Change, or None. Ask and Bid prices will use the Ask and Bid colors respectively, and compute a shade of those color based on the magnitude of the size or change at that price.
Min Shade Size: When this option is checked, user may supply the minimum size required for shading the background. Any size below that number will not be shaded/colored.
Max Shade Size: When this option is checked, user may supply a maximum shade size. And price with a size equal to or greater to this size will receive the heaviest (brightest) shading. This option is especially useful in removing the effect of one very large size in the chart which can greatly reduce the contrast of the shading without this optoin.
Contrast: These option help adjust the contrast between small size and large sizes. Option include Lowest, Lower, Low, Medium, High, Higher, Highest. The higher contrast option will cause the high sizes to stand out more, while the lower constrast options will give more attention to the lower sizes.
Filter: Users may filter the price data displayed based on that price meeting a size, change, or inside size criteria. Inside size is the sum of the sizes at or inside any given price.
Stale Sizes: Users may elect to plot stale price and highlight them with the stale size color. Stale sizes are those outside the 10 price window which are not currently being transmitted. The size shown will be the last known size transmitted. If this option is unchecked, TINT will simply display 10 bid price and 10 ask prices at all times.
Text: Option to draw text at each price. Users have option of drawing text of Size, Change in Size, Size Inside, or Size Outside. Users also have options for the color and position of the text. Text may be drawn on left, right, or centered within the space provided for each snapshot / column.
Ask: Option to highlight the ask price of each snapshot. User supplies the color and thickness of the border used to highlight that price.
Bid: Option to highlight the bid price of each snapshot. User supplies the color and thickness of the border used to highlight that price.
Last: Option to highlight the last price of each snapshot. User supplies the color and thickness of the border used to highlight that price.
Avg: Option to highlight the average price of each snapshot. Average is computed using a size-weighting of each price in the snapshot. User supplies the color and thickness of the border used to highlight that price.
Snapshot Rate: How often are snapshots taken. Options include periodicity (Every Bar), trades (Every X Trades), time (Every X Seconds), and volume (Every X Volume).
Trail Position: Users may draw the snapshots over the bars, on the right side of the chart, or on the left side of the chart. If user choose to draw on right or left side of the chart, an option is also presented to specify the width of each snapshot/column in pixels. If the snapshots are drawn over bars, the width will be inherited by the pixesl per bar width of the chart.
Draw Only Last: Check this checkbox to limit the number of shapshots / columns drawn to the user specified number.
Disable Ctrl/Shift Keyboard Shortcuts: Using Shift-scrollwheel or shift-up/down arrows on keyboard, user can switch between the shading options (Size(All), Change, None, Size(Visible)). Using Ctrl-scrollwheel or Ctrl-up/down arrow keys, user can adjust the X magnitude of "Draw Only Last X" profiles. If the user checks this disable option, these ctrl and shift keyboard shortcuts are disabled.

Trail of Intentions (RTX)

Presentation

Keyboard Shortcuts

RestingOrderCandles (@ES#)

Trail of Intentions Chart (RTX)

Resting Order Candles

Trail Of Intentions (TINT) Preferences

Trail Of Intentions (TINT): Introduction

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