Recent Trades - Real-Time Volume Analysis

20 במרץ 2021

Recent Trades - Real-Time Volume Analysis 📈

Another orderflow tool to add to the arsenal.
It works with trading pairs with volume data (i.e. it doesn't work for price indexes).

It is independent of the chart timeframe.
The interval can be set to a value between 1 to 1440 minutes (check settings).

It is possible to choose a different symbol than the one on the current chart (check settings).
This makes it easy to analyze multiple pairs at once.


‌‌‌‌ ‌‌‌‌ ‌‌‌‌Volume Chart
The Volume Chart shows the last 100 trades.
The chart scale can be either standard or zero-centred, and it can be compact or take the whole main chart area.


‌‌‌‌ ‌‌‌‌ ‌‌‌‌Trades Counter
The Trades Counter shows the Ratio of Buys and Sells for the chosen interval.
The % Percentage value for Buys & Sells, the trades Size and their number are also shown.


‌‌‌‌ ‌‌‌‌ ‌‌‌‌Trades Feed
The Trades Feed can show up to 50 recent trades (check settings).
The Trades can be filtered by min & max limits.
Set min & max values and type of trade to filter the Large Trades. They can be highlighted in the feed.

The Trades Feed colours may not work on some OSystems (e.g. Mac). It can be fixed in settings.
‌‌‌‌▪ Available trade info:
‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌- elapsed Time since the trade was recorded
‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌- Price at which the trade was executed
‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌- Size of the trade


‌‌‌‌▪ Various Metrics are available at the bottom:
‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌- Chosen Interval
‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌- Chosen Symbol (Exchange & Pair)
‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌- CVD direction
‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌- Volume Delta amount
‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌- Buys & Sells Ratio

‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌- Total Trades and their Speed
‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌- Total Volume and its Speed

‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌- Number of Significant Trades, their % Percentage and their Speed
‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌- Total Significant Volume, its % Percentage and its Speed


‌‌‌‌▪ The Numbers are formatted for better reading.


‌‌‌‌▪ Alerts:
‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌- CVD direction change (⚠️this can trigger too often)
‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌- Ratio level +/-
‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌- Buy Volume - % Percent
‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌- Sell Volume - % Percent
‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌- New Trade (⚠️this can trigger too often if the volume is not filtered)
‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌- Trades - Speed Limit
‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌- Volume - Speed Limit
‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌- New Large Trade
‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌- Large Trades - Speed Limit
‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌- Large Volume - Speed Limit
‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌- Large Trades - % Percent
‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌- Large Volume - % Percent

‌‌‌‌▪ ⚠️Some metrics can have abnormal values at the start of the interval.
‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌ To avoid triggering alerts in such conditions, set the number of seconds to wait before checking whether they should fire.


‌‌‌‌▪ Note:
‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌- Initially, the Recent Trades panel is positioned to the far right of the chart, so it may be hidden in the future. Drag the chart to the left to reveal it.
‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌- The panel Position can be adjusted in settings.


‌‌‌‌▪ Related Studies:
‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌- Volume Delta
‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌- CumulativeVolumeDelta-CVD
‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌- Counters Ratio
‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌ ‌‌‌‌- Heatmap-Support-Resistance-Volume-Clusters


‌‌‌‌▪ Some layout examples: