Cluster Search description (VolFix Anywhere)

Legend:

(F) - available for futures.

(S) - available for shares.

Not Specified - Available for Futures and Shares.

Top Button Panel items description 

Export CSV - saving data to a table in CSV format.

Setup - opens a menu of available settings.

Window - shortcut menu to all open windows.

Apply - apply settings and load data to display the graph.

Control Panel elements description 

Ticker - ticker input field.

Contract (F) - field for selecting a contract of the entered ticker.

Type - the type of cluster formation.

     Time Frame - forming a cluster on a timeframe, with a choice of a timeframe.

     Volume Range - the formation of a cluster by the volume range, indicating the range in lots.

     Bar Size Range - forming a cluster by the bar size range, indicating the bar size range in pips.

     Trades Range - forming a cluster by the range of the number of trades, indicating the number of trades.

     Renko - the formation of a cluster by the Renko range, indicating the range in pips.

     Delta T / D Range (Trade Direct) - formation of a cluster based on the delta range calculated according to the Trade Direct principle (trade direction), indicating the range in lots.

     Delta Aggressor Range - forming a cluster based on the delta range calculated according to the Aggressor principle (the initiator of the transaction), indicating the range in lots.

Date From - loading data from the specified date.

Date To - loading data before the specified date.

Time From - download data from the specified time.

Time To - download data before the specified time.

Bar Size - setting filtering the bar size.

      the first field is filtering from the specified value.

      the second field is filtering to the specified value.

Tick - a field for selecting the size of the minimum price tick for displaying data.

Setup items description 

Limit - setting filtering of displayed data.

     Volume - filtering values ​​by the volume of transactions.

     Max Volume - filtering values ​​by the maximum volume of transactions.

     Cash (S) - filtering values ​​by money volume.

     Trades - filtering values ​​by the number of trades.

     Bar Size - filtering values ​​by the size of the cluster bar.

     Delta - filtering values ​​by delta.

     Max Trade - filtering values ​​by the maximum number of transactions.

     Max Tick (F) - filtering values ​​by the maximum size in ticks.

     Ticks Number (F) - filtering values ​​by the maximum number of ticks.

     Hidden Volume - filtering values ​​by hidden volume.

Symbol Lookup - opens the instrument search window and adds them to the field Ticker.

Desktop - call the Desktop window, which allows you to configure switching between sets of windows.

Clone Window - creates a complete copy of the current window in a new window.

Change columns - window for configuring displayed columns.

     Row Number - Displays the Row column.

     Cash (S) - setting the display of the Cash column.

     Trades - customize the display of the Trades column.

     Bar Size - setting the display of the Bar Size column.

     High - setting the display of the High column.

     Low - setting the display of the Low column.

     Open - setting the display of the Open column.

     Close - setting the display of the Close column.

     Delta Tick Direct - customize the display of the Delta Tick Direct column.

     Delta Aggressor - customize the display of the Delta Aggressor column.

     H / L Side (High / Low) - adjust the display of the H / L Side column.

     O / C Side - adjust the display of the O / C Side column.

Settings - the settings window for this window.

Hide Control Panel - hide or show Control Panel.

Stay On Top - enable or disable displaying windows on top of other windows.

Settings description (setup - settings)

Layout: Save days window - setting to save the range of days when using Layout.

Font Size - select the font size.

Text - select the color of text values.

Background 1 - select a background color for the first separators.

Background 2 - select a background color for the second separators.

Selection - selection of the color of the selected row.

Delta Buy - select a color for positive delta values.

Delta Sell - color selection for negative delta values.

Bar Up - color selection for the bar that closed up.

Bar Down - color selection for the bar that closed down.

Bar Flat - color selection for the bar that closed at the open price.

Header Text - select the color of the column names.

Header Background 1 - Selects the first color for the gradient of the column cells.

Header Background 2 - Selects the second color for the gradient of the column cells.

Row Number - Selects the color of the column # values ​​that indicate the row number.

Apply - apply settings.

Restore Default - reset all settings to default values.

Cluster Search Column description 

# - row number.

Date - a column indicating the time interval.

Volume - a column with volume values.

Cash (S) - a column with the values ​​of the financial volume of transactions.

Trades - a column with the values ​​of the number of trades.

Bar Size - a column with bar size values.

Hight - a column with the values ​​of the highest price for the selected period.

Low - a column with the lowest price values ​​for the selected period.

Open - a column with the values ​​of the open price for the selected period.

Close - a column with the closing price values ​​for the selected period.

Delta T / D (Trade Direct) - a column with delta values ​​calculated according to the Trade Direct principle (trade direction).

Delta Aggressor - a column with delta values ​​calculated according to the Aggressor principle (initiator of the transaction).

H / L Side (High / Low) - a column indicating the direction of the bar. 

     Up - if the last trade at the high was later than the last trade at the low.

     Down - if the last trade at the low was later than the last trade at the high.

     Flat - if the bar size is 1 tick, or High and Low were reached inside the bar in 1 second. 

O / C Side (Open / Close) - a column with values ​​indicating in which direction the close was.

     Up - the closing price is higher than the opening price.

     Down - the closing price is lower than the opening price.

     Flat - the closing price is equal to the opening price.

O / C Size (Open / Close) - a column with the values ​​of the difference between the open price and the close price in ticks.

In the columns where M / V (Max Volume)is indicated, values ​​are displayed from the location of the maximum volume in the range set in the Control Panel in the Type field.

Max Volume - column with maximum volume values.

M / V Price (Max Volume)- a column with the values ​​of the price at which the maximum volume was.

M / V Trades (Max Volume) - a column with the values ​​of the number of trades with the maximum volume.

M / V Delta TickDirect / Aggressor - column with delta values ​​at the price level of the maximum volume.

Max Trade - a column with the values ​​of the maximum trade volume.

Max Tick - a column with the values ​​of the maximum tick volume.

Ticks Number - a column with price change values ​​(in ticks).

OI Delta - a column with the values ​​of the change in open interest.

Hidden Volume - a column with hidden volume values.

TPO High / Low - a column with the price values ​​of the TPO range (Time Price Opportunity). The size of the TPO zone is specified in settings -> TPO Size,%.

COT stands for Commitment Of Traders. There are two COTs: COT High and COT Low. COT helps you see the buy / sell balance after a new price level is reached.

COT High - a column with the cumulative bid / ask delta values ​​starting from the moment when the price reaches a new maximum or repeats the previous one. It is usually negative.

COT Low - a column with the cumulative bid / ask delta values ​​starting from the moment when the price reaches a new minimum or repeats the previous one. It is usually positive.