Is there a simple indicator that just show hits on the bid vs hits on the ask?, giving you an idea on who has been more aggressive during day/hour/15 minutes??
there are pitfalls in following the ask ratio. if you are not already aware of them, run a search or a google to gain more knowledge.
Will, do. Is it possible to create a filter so that it only counts trades of over a certain size? I try and follow the tape and its easy enough to filter them out on most software, just interested if you could do the same in an indicator.