When the Time and Sales update event occurs tutorial 143 determines whether a trade has taken place (as opposed to a ‘bid’ or an ‘ask’ event). Whether a plot is made is determined by the following user inputs:īool Qvol( false ), // Set to true to plot upper quartile volumeīool Tvol( false ), // Set to true to plot upper ten percentile volumeīool Fvol( true ), // Set to true to plot upper five percentile volumeīool AvVol( false ), // Set to true to plot average volume (volume/ticks)īool HNumCts( false ) // Set to true to show highest number of contracts for each bar Volume in the upper 5% of trades divided by the total volume (set FVol to TRUE) The program has, potentially, five plots available.
