hello, yes i know Heatmap. My idea was to represent pending limit orders in a cluster like for volume or delta and per unit of time. Thanks.

Nothing to do with pending limit orders, "hidden ticks". Unless I am mistaken, we do not know the nature of the result, buyers or sellers and how many?

Hello,

The representation of limit orders is used in some software on the market (see multiple video tutorials).

The representation of pending LMT orders is done using a classic horizontal histogram with the choice of time. This function could be added to Volfix (personal profile, classic profile, etc.).

Volfix uses clusters, in particular the double cluster. We could represent these "quote counters" via the double clusters, several possible choices, the "frame", the "separator", figure at the top bottom of the cluster such as the max and mini delta, etc.). Other possibilities exist.

Another choice, the "Vertical histogram".

Some ideas to test with the data.

Kind regards.

Hello, Jan 28, 2025

Add-on

Should confirm Max Delta and Min Delta:

 1-Profile -->Vertical histogram : off/on

 2-Histogram type --> Cum Delta

 3-Choice representation

    a: line

    b: vertical column (sticks)

Easier reading. Thanks

Thank you for your question. This is simply curious indeed.

Many trading programs use one or more horizontal zones to place indicators. If I go back to the good old days of my beginnings in trading, (almost 30 years!), we were advised to use the rsi, the stochastic, the momentum and much more under the main chart. Volfix uses a single zone, and therefore sometimes a difficulty of reading, placing a line on the indicator to calculate a divergence ...

1 - Click the mouse - Select a rectangular area with the mouse

2- Release the mouse pressure, you get a new graph in the current window.

9 janvier 2025- 17:37

VWAS (Volume-Weighted Average Spread) — The middle of the bid

ask spread at each trade, weighted by the volume of the trade.

The Williams Fractals provides a valuable indication of current waves, top, bottom. Would it be possible to add the corresponding price?.Thank you.