Hoping someone could design this indicator. I will pay for it so please DM me if it interests you. I would want it available ideally before January 4, 2021. It should work in the Tradovate/TSTrader desktop application (Windows) (The TSTrader functionality is important). It should display within the “Bid-Ask Chart Type” (see http://blog.tradovate.com/advanced-charts-now-include-even-more )
In Sierra Chart, within the footprint/order flow chart, a box can be drawn around the biggest volume of orders at a specific level. See this screenshot as an example: https://imgur.com/a/1psX7ul For each bar, you will see yellow boxes around the biggest volumes. For example, at 9:20, it is drawn around “4575|4818” because it represents the biggest volume level in that bar.
BUT I want to be able to set a parameter so that I could set the limit for the boxes to appear as well. For instance, using that same screenshot as an example, it would be drawn over volumes over “X” amount, in the screenshot’s scenario, only over 8000 contracts at a level. So in that case, there would not be such a highlighted box in 9:10, 9:15, 9:30, 9:35, 9:40, or 9:45 candles, because for each of those, the total volume at each highlighted level is less than 8000. But the ones at 9:20 and 9:25 would still be highlighted because their volumes are over 8000. That’s just an example, it should be a parameter I could set.
Also important - the box should be drawn around the price level the way it is in that screenshot, and should not interfere with the color of a stacked buying/selling imbalance.
DM me if you can do this, estimated cost and how long it would take, and if you have any other questions. If this can’t be done because of a limitation in the platform, then let me know if you can think of an applicable alternative. Thanks.