Volume Filter

C

caacapital

I was looking at sierra charts for how they display the volume that is filtered and in the forum they say that its not possible to reliably detect large orders I wanted to see how the people that claim to have a volume filter actually get this info. FYI they also say even the CME matching engine isnt 100% since they will only display orders filled at the same price. Now im confused i originally thought that any order showed in T&S was really just a resting order that was filled on the other side. Ex) 10 contracts sold really means that (1) order on the bid for 10 contracts was filled but this could have been actually 1, 2 or more different order sell orders
 

I reset at key SR levels, to reinforce break or reversion. I also have Pricesquawk, it increases volume as large orders activity starts increasing. I haven't learned to trade that way. Almost 99% was watching ticks fly. But both tools just puts it all together.
 
Last edited:
Spectre2007 said:

I reset at key SR levels, to reinforce break or reversion. I also have Pricesquawk, it increases volume as large orders activity starts increasing. I haven't learned to trade that way. Almost 99% was watching ticks fly. But both tools just puts it all together.
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With Pricesquawk do you have a choice of sounds?

I've gotten on the jigsaw bandwagon but haven't really had time to mess with it much. The addition of sound is appealing.
 
Spectre2007 said:

I reset at key SR levels, to reinforce break or reversion. I also have Pricesquawk, it increases volume as large orders activity starts increasing. I haven't learned to trade that way. Almost 99% was watching ticks fly. But both tools just puts it all together.
More...

Is Pricesquawk any different then this one, or does it just accompany with the sound alerts:

http://www.pricesquawk.com/increased-volume-detection/

?

I tested increased-volume-detection over regular volume - no difference.
 
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