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Time and Sales

There are a large number of options in this section. Most are self-explanatory, and all have at least brief text covering their usage/meaning directly within the product, which will always be up-to-date. Just hover your mouse over the relevant setting, and you should get a pop-up. If not, please check you have not disabled pop-ups/Tooltips in the NinjaTrader settings. Some of those options will not be explicitly documented here (this saves precious electrons!)

Screen position (option)
Only top left and top right are currently supported. This option is only relevant if you actually want to display the time and sales ‘tape’ on your chart.

Enable
This must be on if you want PJSProfileBars to analyse and process time and sales, even if you do not display that data via the on-screen ‘tape’. Many resource-intensive features in pjsProfileBars default to off.

Volume bar divisor
There is a small-sized bar that prints alongside text in the T&S tape to help you more easily spot size. This value can be thought of as a scale factor to moderate the size of that bar, if needed.

Time format
This is used to format the time shown in the T&S on-screen tape. ss.fff is seconds and milliseconds. You can use any standard .NET time format string.

Lines
The number of lines of T&S to show on the screen when showing the tape

Size filter
Trades below this size will not be shown on the tape, except for the last executed trade. Values below this size will not appear on the tape history.

Price precision
You can limit the resolution of the printed price shown on the tape using this option.

Remove items after X seconds
This will remove stale items from the tape, even if you did not reach the tape length

Show block trade markets on chart
When enabled, circles will appear on the chart, usually of a diameter scaled by the size of the trade. The markers appear at the first price the block trade is executed at.

Enable intelligent auto block size
This option will try to limit the number of block trades shown at certain times, for example, around the option, close, or significant news announcements. Static size filters tend to get overwhelmed at these times and will print lots of large blocks, or none after the event. This option tries to balance the number of circles shown on the screen across the total number of block trades currently on the visible chart.

Show HFT markers on chart
This will add markers to the chart when HFT activity is detected in the order flow. This is intended to alert you to the heavy participation at those levels, which may mean they are relevant. Watch for sequential markers here, and try to determine if there is a pattern.

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