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GLOBEX ALGO SPY (BETA)
Version 3
LOBEX ALGO SPY is a short term indicator designed specifically for markets trading on the Globex electronic platform. It captures LARGE AGGRESSOR TRADES based on user parameters, and displays them graphically as balls on the chart. These trades - mostly generated by computer algorithms - are normally impossible to discern in TradeStation. The size of each trade ball corresponds directly to the corresponding trade volume. Trades are characterized as being bullish or bearish, using either upticks/downticks or whether trade was at prevailing bid/ask price. The balls represent INDIVIDUAL TRADES, not cumulative volume at a price. So you will sometimes see multiple trades of differing sizes stacked at a price. In addition to tracking large aggressor trades, the indicator also displays REALTIME MARKET DEPTH in an easy-to-interpret graphic format. And in addition, it can display historical market depth levels of support and resistance. GLOBEX ALGO SPY is a realtime-only indicator, as the d...
LOBEX ALGO SPY is a short term indicator designed specifically for markets trading on the Globex electronic platform. It captures LARGE AGGRESSOR TRADES based on user parameters, and displays them graphically as balls on the chart. These trades - mostly generated by computer algorithms - are normally impossible to discern in TradeStation. The size of each trade ball corresponds directly to the corresponding trade volume.

Trades are characterized as being bullish or bearish, using either upticks/downticks or whether trade was at prevailing bid/ask price. The balls represent INDIVIDUAL TRADES, not cumulative volume at a price. So you will sometimes see multiple trades of differing sizes stacked at a price.

In addition to tracking large aggressor trades, the indicator also displays REALTIME MARKET DEPTH in an easy-to-interpret graphic format. And in addition, it can display historical market depth levels of support and resistance.

GLOBEX ALGO SPY is a realtime-only indicator, as the data required for its operation is not available in TradeStation's history databases. It works best on shorter-term price charts, e.g., second, tick or volume, and should also work with most of TradeStation's "advanced chart types".

This is a public beta test, made available free of charge in order to get feedback from the TradeStation community. If you have comments or suggestions, please email them to INFO@OF-G.COM. Once the beta test period is complete in a few months, GLOBEX ALGO SPY will be added as a paid product in the TradingApp Store.

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What's New
Version 3
11-11-2019 Improvements and bug fixes

Version 1
Version 3
11-11-2019 Improvements and bug fixes

Version 1
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Tradestation 9.5 (Update 22)
Asset Type
Future
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Intraday
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